+1,020.0%
AAOI vs SLB
-9.1%
+1,029.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +6.0% |
| 7D | +7.9% | +0.4% | +7.5% | +7.7% |
| 30D | -17.8% | +13.6% | -31.3% | -22.5% |
| 3M | -43.3% | +1.5% | -44.8% | -44.3% |
| 6M | +16.7% | +23.0% | -6.3% | +7.2% |
| YTD | +220.0% | +51.2% | +168.8% | +164.5% |
| 1Y | +372.1% | +63.5% | +308.6% | +276.7% |
| 3Y | +845.3% | +2.5% | +842.8% | +813.2% |
| 5Y | +1,333.8% | +139.2% | +1,194.6% | +804.2% |
| 10Y | +457.2% | -4.8% | +462.0% | +406.0% |
| All | +1,020.0% | -9.1% | +1,029.1% | +966.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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