+581.3%
AAOI vs SHOP
+7,347.1%
-6,765.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.1% | -4.2% |
| 7D | +2.9% | -13.2% | +16.1% | +8.2% |
| 30D | -23.1% | -17.0% | -6.1% | -18.2% |
| 3M | -41.0% | +17.0% | -58.0% | -46.2% |
| 6M | -14.3% | -2.1% | -12.1% | -18.5% |
| YTD | +196.3% | -21.4% | +217.7% | +198.4% |
| 1Y | +272.6% | -11.0% | +283.6% | +261.8% |
| 3Y | +775.3% | +100.9% | +674.4% | +549.9% |
| 5Y | +1,290.2% | -14.7% | +1,304.9% | +1,084.4% |
| 10Y | +426.2% | +2,984.8% | -2,558.6% | +70.4% |
| All | +581.3% | +7,347.1% | -6,765.7% | +93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling