+804.4%
AAOI vs SHOP
+103.2%
+701.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.0% |
| 7D | -0.2% | -11.2% | +11.1% | +6.4% |
| 30D | -23.7% | -14.4% | -9.3% | -17.7% |
| 3M | -39.0% | +16.6% | -55.6% | -47.8% |
| 6M | -17.0% | -0.6% | -16.5% | -24.9% |
| YTD | +202.2% | -20.0% | +222.2% | +204.2% |
| 1Y | +292.4% | -11.2% | +303.6% | +267.9% |
| 3Y | +804.4% | +99.5% | +704.9% | +312.9% |
| All | +804.4% | +103.2% | +701.2% | +312.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 3y: compounded portfolio wealth divided by compounded SHOP 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…
3y analysis · Full analysis span regression · 6 months rolling