+352.5%
AAOI vs SMR
-76.3%
+428.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.4% |
| 7D | -0.7% | +4.4% | -5.1% | -2.8% |
| 30D | -17.9% | +3.4% | -21.3% | -20.1% |
| 3M | -48.0% | -19.2% | -28.8% | -43.0% |
| 6M | +5.8% | -22.6% | +28.5% | +15.0% |
| YTD | +202.7% | -31.5% | +234.3% | +235.0% |
| 1Y | +352.5% | -73.1% | +425.6% | +718.8% |
| All | +352.5% | -76.3% | +428.8% | +718.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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