-2.4%
AAOI vs STM
+65.6%
-68.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.5% |
| 7D | +4.7% | +1.7% | +3.0% | +3.2% |
| 30D | -18.7% | -5.2% | -13.6% | -14.1% |
| 3M | -33.7% | -29.6% | -4.1% | -11.7% |
| 6M | -2.4% | +54.4% | -56.8% | -30.9% |
| All | -2.4% | +65.6% | -68.0% | -30.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling