+352.5%
AAOI vs SM
+36.8%
+315.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.1% | +8.2% | +6.1% |
| 7D | -0.7% | -0.5% | -0.2% | -0.6% |
| 30D | -17.9% | +25.6% | -43.5% | -23.5% |
| 3M | -48.0% | +8.0% | -56.0% | -48.6% |
| 6M | +5.8% | +50.8% | -45.0% | -20.5% |
| YTD | +202.7% | +97.9% | +104.8% | +100.0% |
| 1Y | +352.5% | +33.8% | +318.7% | +243.6% |
| All | +352.5% | +36.8% | +315.8% | +243.6% |
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