-43.3%
AAOI vs SIMO
+0.9%
-44.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.2% | -0.5% | +0.9% |
| 7D | +7.9% | +14.6% | -6.7% | -3.1% |
| 30D | -17.8% | +6.2% | -24.0% | -21.2% |
| 3M | -43.3% | +3.6% | -46.8% | -45.3% |
| All | -43.3% | +0.9% | -44.2% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 3mo: compounded portfolio wealth divided by compounded SIMO 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…
3mo analysis · Full analysis span regression · Available span rolling