+983.6%
AAOI vs SO
+266.9%
+716.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.3% |
| 7D | +4.7% | 0.0% | +4.6% | +4.7% |
| 30D | -18.7% | -2.5% | -16.2% | -18.8% |
| 3M | -33.7% | -4.2% | -29.6% | -33.8% |
| 6M | -2.4% | -7.7% | +5.2% | -2.5% |
| YTD | +209.6% | +3.8% | +205.8% | +209.0% |
| 1Y | +355.0% | +0.1% | +355.0% | +354.3% |
| 3Y | +814.7% | +44.2% | +770.5% | +776.9% |
| 5Y | +1,298.1% | +57.9% | +1,240.2% | +1,218.9% |
| 10Y | +449.8% | +162.0% | +287.8% | +409.2% |
| All | +983.6% | +266.9% | +716.7% | +834.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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