+1,460.9%
AAOI vs SN
+447.8%
+1,013.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.6% |
| 7D | -0.2% | -7.3% | +7.1% | +4.4% |
| 30D | -23.7% | -13.6% | -10.1% | -17.3% |
| 3M | -39.0% | +18.6% | -57.6% | -46.1% |
| 6M | -17.0% | +46.0% | -63.0% | -37.1% |
| YTD | +202.2% | +43.7% | +158.5% | +126.1% |
| 1Y | +292.4% | +39.2% | +253.2% | +197.4% |
| 3Y | +804.4% | +306.5% | +497.9% | +500.7% |
| All | +1,460.9% | +447.8% | +1,013.1% | +934.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling