+937.0%
AAOI vs SBAC
+155.8%
+781.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.8% | -1.5% | -3.2% |
| 7D | +2.9% | -5.3% | +8.2% | +5.0% |
| 30D | -23.1% | +0.4% | -23.5% | -23.5% |
| 3M | -41.0% | -11.9% | -29.1% | -38.9% |
| 6M | -14.3% | -4.5% | -9.8% | -14.7% |
| YTD | +196.3% | -4.3% | +200.6% | +193.7% |
| 1Y | +272.6% | -3.9% | +276.5% | +267.4% |
| 3Y | +775.3% | -11.0% | +786.3% | +751.0% |
| 5Y | +1,290.2% | -44.1% | +1,334.3% | +1,550.8% |
| 10Y | +426.2% | +81.6% | +344.6% | +212.5% |
| All | +937.0% | +155.8% | +781.2% | +404.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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