-17.0%
AAOI vs SPYM
+13.1%
-30.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | -0.4% |
| 7D | -0.2% | -1.0% | +0.9% | +4.2% |
| 30D | -23.7% | -1.3% | -22.4% | -19.7% |
| 3M | -39.0% | +3.6% | -42.6% | -44.7% |
| 6M | -17.0% | +13.3% | -30.4% | -40.2% |
| All | -17.0% | +13.1% | -30.2% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 6mo: compounded portfolio wealth divided by compounded SPYM 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…
6mo analysis · Full analysis span regression · 6 months rolling