+292.4%
AAOI vs STLD
+82.8%
+209.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.2% |
| 7D | -0.2% | -0.9% | +0.8% | +0.5% |
| 30D | -23.7% | -8.9% | -14.8% | -18.2% |
| 3M | -39.0% | -14.0% | -25.0% | -31.5% |
| 6M | -17.0% | +30.8% | -47.9% | -38.1% |
| YTD | +202.2% | +42.3% | +160.0% | +107.9% |
| 1Y | +292.4% | +81.1% | +211.3% | +161.8% |
| All | +292.4% | +82.8% | +209.6% | +161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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 · 6 months rolling