+804.4%
AAOI vs SMR
+44.5%
+759.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -15.7% | +17.7% | +6.9% |
| 7D | -0.2% | -11.2% | +11.1% | +2.8% |
| 30D | -23.7% | -10.2% | -13.5% | -22.1% |
| 3M | -39.0% | -10.0% | -29.0% | -37.0% |
| 6M | -17.0% | -30.5% | +13.4% | -9.7% |
| YTD | +202.2% | -39.2% | +241.5% | +237.4% |
| 1Y | +292.4% | -75.5% | +367.9% | +461.9% |
| 3Y | +804.4% | +45.4% | +758.9% | +552.2% |
| All | +804.4% | +44.5% | +759.9% | +552.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling