+416.0%
AAOI vs SMTC
+548.2%
-132.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.1% | -3.1% | -1.3% |
| 7D | -0.2% | +13.1% | -13.2% | -8.0% |
| 30D | -23.7% | +19.5% | -43.2% | -32.0% |
| 3M | -39.0% | +2.2% | -41.3% | -38.9% |
| 6M | -17.0% | +94.9% | -111.9% | -43.2% |
| YTD | +202.2% | +127.0% | +75.3% | +91.9% |
| 1Y | +292.4% | +174.6% | +117.8% | +122.9% |
| 3Y | +804.4% | +615.9% | +188.5% | +187.4% |
| 5Y | +1,318.0% | +125.6% | +1,192.4% | +674.7% |
| All | +416.0% | +548.2% | -132.3% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling