+957.8%
AAOI vs SPYM
+458.2%
+499.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.0% |
| 7D | -0.2% | -1.0% | +0.9% | +1.7% |
| 30D | -23.7% | -1.3% | -22.4% | -22.0% |
| 3M | -39.0% | +3.6% | -42.6% | -41.1% |
| 6M | -17.0% | +13.3% | -30.4% | -29.8% |
| YTD | +202.2% | +12.4% | +189.8% | +160.7% |
| 1Y | +292.4% | +17.3% | +275.1% | +226.7% |
| 3Y | +804.4% | +76.8% | +727.6% | +395.0% |
| 5Y | +1,318.0% | +83.6% | +1,234.4% | +662.7% |
| 10Y | +436.7% | +322.7% | +114.0% | -2.1% |
| All | +957.8% | +458.2% | +499.6% | +42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling