+1,314.2%
AAOI vs SM
+108.4%
+1,205.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -0.2% | +4.6% | -4.7% | -2.0% |
| 30D | -23.7% | +18.2% | -41.9% | -28.8% |
| 3M | -39.0% | +22.5% | -61.5% | -45.6% |
| 6M | -17.0% | +50.6% | -67.6% | -34.6% |
| YTD | +202.2% | +108.1% | +94.1% | +107.4% |
| 1Y | +292.4% | +46.0% | +246.4% | +210.8% |
| 3Y | +804.4% | +2.9% | +801.5% | +698.0% |
| All | +1,314.2% | +108.4% | +1,205.8% | +955.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling