+1,314.2%
AAOI vs SITM
+187.3%
+1,126.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.5% | -3.5% | -0.8% |
| 7D | -0.2% | +3.9% | -4.0% | -2.2% |
| 30D | -23.7% | -6.6% | -17.1% | -20.5% |
| 3M | -39.0% | -11.9% | -27.2% | -34.8% |
| 6M | -17.0% | +81.1% | -98.2% | -40.0% |
| YTD | +202.2% | +80.0% | +122.3% | +118.0% |
| 1Y | +292.4% | +145.8% | +146.6% | +139.3% |
| 3Y | +804.4% | +475.9% | +328.5% | +274.1% |
| All | +1,314.2% | +187.3% | +1,126.9% | +515.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling