-69.1%
AAOI vs SPCH
-57.8%
-11.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -7.6% | +0.2% | -5.2% |
| 7D | -27.9% | -13.4% | -14.5% | -24.8% |
| 30D | -51.2% | -39.6% | -11.6% | -44.1% |
| 3M | -55.0% | -1.4% | -53.6% | -55.2% |
| All | -69.1% | -57.8% | -11.2% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPCH.
Daily Out/Under-Performance
Portfolio return minus SPCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPCH 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 1y: compounded portfolio wealth divided by compounded SPCH 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…
1y analysis · Full analysis span regression · Available span rolling