+1,314.2%
AAOI vs SHAK
-22.8%
+1,337.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.2% | +0.4% |
| 7D | -0.2% | -8.3% | +8.1% | +4.1% |
| 30D | -23.7% | -12.6% | -11.1% | -18.5% |
| 3M | -39.0% | +9.1% | -48.1% | -43.0% |
| 6M | -17.0% | -31.2% | +14.2% | -4.2% |
| YTD | +202.2% | -21.6% | +223.8% | +218.2% |
| 1Y | +292.4% | -38.8% | +331.2% | +374.4% |
| 3Y | +804.4% | +0.6% | +803.8% | +736.3% |
| All | +1,314.2% | -22.8% | +1,337.0% | +1,202.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling