+2,753.3%
AAOI vs SMR
+1.6%
+2,751.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.6% | +1.3% | -2.5% |
| 7D | +2.9% | +4.7% | -1.8% | +1.2% |
| 30D | -23.1% | +3.2% | -26.3% | -24.4% |
| 3M | -41.0% | +9.9% | -50.9% | -42.4% |
| 6M | -14.3% | -15.1% | +0.9% | -11.6% |
| YTD | +196.3% | -27.9% | +224.2% | +216.0% |
| 1Y | +272.6% | -70.2% | +342.9% | +409.0% |
| 3Y | +775.3% | +72.5% | +702.9% | +539.8% |
| All | +2,753.3% | +1.6% | +2,751.7% | +2,110.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling