+100.9%
AAOI vs SN
+156.5%
-55.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +4.1% | -11.5% | -7.6% |
| 7D | -27.9% | +10.6% | -38.6% | -28.5% |
| 30D | -51.2% | +20.0% | -71.3% | -51.9% |
| 3M | -55.0% | +30.4% | -85.3% | -55.7% |
| 6M | -65.7% | +91.0% | -156.7% | -67.7% |
| YTD | +70.0% | +95.9% | -25.9% | +40.9% |
| 1Y | +100.9% | +158.9% | -58.0% | +50.9% |
| All | +100.9% | +156.5% | -55.5% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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