+786.6%
AAOI vs SIMO
+443.5%
+343.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.5% | +0.2% | -0.9% |
| 7D | +2.9% | +12.5% | -9.6% | -6.2% |
| 30D | -23.1% | +18.4% | -41.5% | -32.0% |
| 3M | -41.0% | +5.6% | -46.6% | -44.2% |
| 6M | -14.3% | +116.9% | -131.2% | -59.2% |
| YTD | +196.3% | +188.4% | +7.9% | -1.6% |
| 1Y | +272.6% | +221.3% | +51.3% | +14.2% |
| All | +786.6% | +443.5% | +343.2% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling