+416.0%
AAOI vs SONY
+293.1%
+122.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +0.8% |
| 7D | -0.2% | -2.7% | +2.5% | +1.6% |
| 30D | -23.7% | +1.5% | -25.2% | -25.1% |
| 3M | -39.0% | +13.0% | -52.0% | -46.6% |
| 6M | -17.0% | +11.2% | -28.3% | -24.5% |
| YTD | +202.2% | -6.6% | +208.9% | +212.5% |
| 1Y | +292.4% | -18.1% | +310.5% | +352.2% |
| 3Y | +804.4% | +42.1% | +762.3% | +624.6% |
| 5Y | +1,318.0% | +11.0% | +1,307.0% | +1,196.8% |
| All | +416.0% | +293.1% | +122.9% | +147.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 10y: compounded portfolio wealth divided by compounded SONY 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…
10y analysis · Full analysis span regression · 6 months rolling