+48.8%
AAOI vs SHAK
-26.3%
+75.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | -4.1% | -16.8% | -20.4% |
| 7D | -40.8% | -1.0% | -39.8% | -40.6% |
| 30D | -64.0% | +8.1% | -72.0% | -64.3% |
| 3M | -63.5% | -6.1% | -57.5% | -63.2% |
| 6M | -74.0% | -27.7% | -46.3% | -70.0% |
| YTD | +34.5% | -14.0% | +48.5% | +46.6% |
| 1Y | +48.8% | -27.1% | +75.9% | +82.3% |
| All | +48.8% | -26.3% | +75.1% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 1y: compounded portfolio wealth divided by compounded SHAK 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…
1y analysis · Full analysis span regression · 6 months rolling