+1,078.5%
AAOI vs SHAK
+35.4%
+1,043.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.2% | +0.8% |
| 7D | -0.2% | -8.3% | +8.1% | +3.0% |
| 30D | -23.7% | -12.6% | -11.1% | -19.8% |
| 3M | -39.0% | +9.1% | -48.1% | -41.9% |
| 6M | -17.0% | -31.2% | +14.2% | -7.9% |
| YTD | +202.2% | -21.6% | +223.8% | +215.9% |
| 1Y | +292.4% | -38.8% | +331.2% | +350.3% |
| 3Y | +804.4% | +0.6% | +803.8% | +781.1% |
| 5Y | +1,318.0% | -22.5% | +1,340.6% | +1,312.7% |
| 10Y | +436.7% | +85.3% | +351.4% | +278.5% |
| All | +1,078.5% | +35.4% | +1,043.1% | +696.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling