+1,020.0%
AAOI vs SIMO
+2,863.7%
-1,843.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.2% | -0.5% | +2.6% |
| 7D | +7.9% | +14.6% | -6.7% | +0.8% |
| 30D | -17.8% | +6.2% | -24.0% | -19.9% |
| 3M | -43.3% | +3.6% | -46.8% | -43.9% |
| 6M | +16.7% | +130.8% | -114.1% | -23.3% |
| YTD | +220.0% | +195.8% | +24.2% | +85.0% |
| 1Y | +372.1% | +225.0% | +147.1% | +167.8% |
| 3Y | +845.3% | +452.3% | +393.0% | +346.3% |
| 5Y | +1,333.8% | +303.6% | +1,030.2% | +621.4% |
| 10Y | +457.2% | +528.8% | -71.6% | +121.2% |
| All | +1,020.0% | +2,863.7% | -1,843.7% | +195.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling