+352.5%
AAOI vs SN
+46.4%
+306.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.2% | +5.3% |
| 7D | -0.7% | -9.3% | +8.7% | +0.6% |
| 30D | -17.9% | -4.8% | -13.1% | -17.4% |
| 3M | -48.0% | +40.4% | -88.4% | -50.6% |
| 6M | +5.8% | +50.9% | -45.1% | -2.4% |
| YTD | +202.7% | +54.9% | +147.8% | +162.5% |
| 1Y | +352.5% | +43.0% | +309.5% | +246.8% |
| All | +352.5% | +46.4% | +306.2% | +246.8% |
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