+292.4%
AAOI vs SMR
-75.4%
+367.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -15.7% | +17.7% | +9.4% |
| 7D | -0.2% | -11.2% | +11.1% | +4.1% |
| 30D | -23.7% | -10.2% | -13.5% | -21.5% |
| 3M | -39.0% | -10.0% | -29.0% | -36.9% |
| 6M | -17.0% | -30.5% | +13.4% | -6.6% |
| YTD | +202.2% | -39.2% | +241.5% | +248.6% |
| 1Y | +292.4% | -75.5% | +367.9% | +625.7% |
| All | +292.4% | -75.4% | +367.8% | +625.7% |
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