+100.9%
AAOI vs SMR
-87.0%
+187.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.5% | -2.9% | -5.1% |
| 7D | -27.9% | -9.5% | -18.4% | -24.0% |
| 30D | -51.2% | -33.2% | -18.0% | -40.1% |
| 3M | -55.0% | -45.9% | -9.0% | -41.0% |
| 6M | -65.7% | -57.9% | -7.9% | -49.6% |
| YTD | +70.0% | -63.8% | +133.8% | +149.9% |
| 1Y | +100.9% | -85.6% | +186.5% | +419.0% |
| All | +100.9% | -87.0% | +187.9% | +419.0% |
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