+456.3%
AAOI vs SPMO
+566.1%
-109.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.2% |
| 7D | -0.2% | -0.9% | +0.8% | +1.4% |
| 30D | -23.7% | -1.9% | -21.8% | -20.4% |
| 3M | -39.0% | -1.4% | -37.7% | -33.5% |
| 6M | -17.0% | +25.5% | -42.5% | -33.9% |
| YTD | +202.2% | +24.8% | +177.4% | +144.8% |
| 1Y | +292.4% | +24.5% | +267.9% | +229.4% |
| 3Y | +804.4% | +157.1% | +647.2% | +314.6% |
| 5Y | +1,318.0% | +149.5% | +1,168.5% | +567.8% |
| 10Y | +436.7% | +518.1% | -81.3% | +53.0% |
| All | +456.3% | +566.1% | -109.8% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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