+138.6%
AAOI vs STLD
+46.8%
+91.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.2% | -2.4% | -3.1% |
| 7D | -0.5% | +2.9% | -3.4% | -2.7% |
| 30D | -42.1% | -5.6% | -36.6% | -38.6% |
| 3M | -61.6% | -11.7% | -49.9% | -57.4% |
| 6M | -77.6% | -2.8% | -74.9% | -77.6% |
| YTD | +43.1% | +36.4% | +6.7% | +4.1% |
| 1Y | +138.6% | +50.0% | +88.6% | +42.7% |
| All | +138.6% | +46.8% | +91.8% | +42.7% |
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