+1,290.2%
AAOI vs STLD
+284.4%
+1,005.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -3.5% |
| 7D | +2.9% | -3.6% | +6.5% | +5.0% |
| 30D | -23.1% | -10.1% | -13.0% | -18.7% |
| 3M | -41.0% | -11.4% | -29.6% | -37.8% |
| 6M | -14.3% | +30.8% | -45.1% | -27.3% |
| YTD | +196.3% | +40.7% | +155.6% | +141.5% |
| 1Y | +272.6% | +80.8% | +191.9% | +168.9% |
| 3Y | +775.3% | +140.2% | +635.2% | +486.7% |
| 5Y | +1,290.2% | +288.5% | +1,001.7% | +728.6% |
| All | +1,290.2% | +284.4% | +1,005.7% | +728.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling