+352.5%
AAOI vs SITM
+174.8%
+177.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.5% | -1.4% | +1.4% |
| 7D | -0.7% | +9.7% | -10.4% | -5.8% |
| 30D | -17.9% | +12.7% | -30.6% | -24.6% |
| 3M | -48.0% | -13.4% | -34.6% | -43.4% |
| 6M | +5.8% | +59.6% | -53.8% | -21.1% |
| YTD | +202.7% | +73.3% | +129.4% | +118.2% |
| 1Y | +352.5% | +165.5% | +187.0% | +242.4% |
| All | +352.5% | +174.8% | +177.8% | +242.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling