+352.5%
AAOI vs STM
+107.3%
+245.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.9% | +3.3% | +3.5% |
| 7D | -0.7% | +5.8% | -6.5% | -5.3% |
| 30D | -17.9% | -1.0% | -16.9% | -16.3% |
| 3M | -48.0% | -33.3% | -14.7% | -27.9% |
| 6M | +5.8% | +57.4% | -51.5% | -24.4% |
| YTD | +202.7% | +102.2% | +100.5% | +75.2% |
| 1Y | +352.5% | +99.6% | +252.9% | +171.2% |
| All | +352.5% | +107.3% | +245.3% | +171.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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