+983.6%
AAOI vs SAP
+244.2%
+739.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.5% |
| 7D | +4.7% | -0.3% | +4.9% | +4.6% |
| 30D | -18.7% | +0.3% | -19.0% | -19.7% |
| 3M | -33.7% | +16.9% | -50.6% | -43.0% |
| 6M | -2.4% | +6.3% | -8.8% | -11.3% |
| YTD | +209.6% | -12.4% | +222.0% | +216.3% |
| 1Y | +355.0% | -21.6% | +376.6% | +409.0% |
| 3Y | +814.7% | +54.8% | +759.9% | +542.3% |
| 5Y | +1,298.1% | +56.2% | +1,241.9% | +867.3% |
| 10Y | +449.8% | +179.0% | +270.8% | +153.2% |
| All | +983.6% | +244.2% | +739.5% | +324.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling