+924.9%
AAOI vs SITM
+4,789.7%
-3,864.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.5% | -3.5% | -0.3% |
| 7D | -0.2% | +3.9% | -4.0% | -1.8% |
| 30D | -23.7% | -6.6% | -17.1% | -21.1% |
| 3M | -39.0% | -11.9% | -27.2% | -35.3% |
| 6M | -17.0% | +81.1% | -98.2% | -35.4% |
| YTD | +202.2% | +80.0% | +122.3% | +135.2% |
| 1Y | +292.4% | +145.8% | +146.6% | +168.0% |
| 3Y | +804.4% | +475.9% | +328.5% | +359.9% |
| 5Y | +1,318.0% | +189.2% | +1,128.8% | +681.6% |
| All | +924.9% | +4,789.7% | -3,864.8% | +198.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling