+909.2%
AAOI vs SNOW
+34.3%
+874.9%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -0.2% | -2.4% | +2.3% | +0.8% |
| 30D | -23.7% | -1.0% | -22.7% | -24.3% |
| 3M | -39.0% | +36.9% | -75.9% | -46.5% |
| 6M | -17.0% | +83.4% | -100.4% | -39.6% |
| YTD | +202.2% | +50.0% | +152.3% | +139.2% |
| 1Y | +292.4% | +46.5% | +245.9% | +215.0% |
| 3Y | +804.4% | +93.3% | +711.0% | +533.4% |
| 5Y | +1,318.0% | +3.3% | +1,314.8% | +949.9% |
| All | +909.2% | +34.3% | +874.9% | +606.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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