+786.6%
AAOI vs SAP
+53.9%
+732.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -3.6% |
| 7D | +2.9% | -5.1% | +8.0% | +5.5% |
| 30D | -23.1% | -1.8% | -21.3% | -23.0% |
| 3M | -41.0% | +20.9% | -62.0% | -48.0% |
| 6M | -14.3% | +7.0% | -21.3% | -17.5% |
| YTD | +196.3% | -13.7% | +210.0% | +236.8% |
| 1Y | +272.6% | -19.6% | +292.2% | +364.7% |
| All | +786.6% | +53.9% | +732.7% | +481.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling