+957.8%
AAOI vs SNY
+41.9%
+915.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -0.2% | -3.3% | +3.2% | +0.5% |
| 30D | -23.7% | -2.2% | -21.5% | -23.5% |
| 3M | -39.0% | -3.0% | -36.0% | -39.1% |
| 6M | -17.0% | +2.7% | -19.8% | -18.7% |
| YTD | +202.2% | -6.8% | +209.1% | +203.3% |
| 1Y | +292.4% | -5.3% | +297.7% | +290.8% |
| 3Y | +804.4% | -9.8% | +814.2% | +782.3% |
| 5Y | +1,318.0% | +9.7% | +1,308.4% | +1,136.0% |
| 10Y | +436.7% | +64.5% | +372.2% | +283.6% |
| All | +957.8% | +41.9% | +915.9% | +691.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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