+786.6%
AAOI vs STLD
+136.9%
+649.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -3.0% |
| 7D | +2.9% | -3.6% | +6.5% | +6.1% |
| 30D | -23.1% | -10.1% | -13.0% | -16.1% |
| 3M | -41.0% | -11.4% | -29.6% | -36.1% |
| 6M | -14.3% | +30.8% | -45.1% | -36.0% |
| YTD | +196.3% | +40.7% | +155.6% | +104.8% |
| 1Y | +272.6% | +80.8% | +191.9% | +105.7% |
| All | +786.6% | +136.9% | +649.7% | +270.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling