+1,286.4%
AAOI vs STM
+16.8%
+1,269.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -3.1% |
| 7D | +2.9% | -1.1% | +4.0% | +3.8% |
| 30D | -23.1% | -7.8% | -15.3% | -17.3% |
| 3M | -41.0% | -28.2% | -12.8% | -23.4% |
| 6M | -14.3% | +52.0% | -66.3% | -37.6% |
| YTD | +196.3% | +96.4% | +99.9% | +77.6% |
| 1Y | +272.6% | +98.8% | +173.8% | +120.6% |
| 3Y | +775.3% | +18.3% | +757.1% | +611.0% |
| All | +1,286.4% | +16.8% | +1,269.6% | +941.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling