+100.9%
AAOI vs SM
+70.4%
+30.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -15.3% | +8.0% | -4.0% |
| 7D | -27.9% | -21.5% | -6.4% | -24.1% |
| 30D | -51.2% | -11.4% | -39.9% | -50.1% |
| 3M | -55.0% | +0.6% | -55.6% | -55.7% |
| 6M | -65.7% | +0.2% | -66.0% | -66.5% |
| YTD | +70.0% | +69.7% | +0.4% | +17.0% |
| 1Y | +100.9% | +71.6% | +29.4% | +42.0% |
| All | +100.9% | +70.4% | +30.5% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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