+983.6%
AAOI vs STM
+598.4%
+385.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.7% |
| 7D | +4.7% | +1.7% | +3.0% | +3.6% |
| 30D | -18.7% | -5.2% | -13.6% | -15.3% |
| 3M | -33.7% | -29.6% | -4.1% | -16.6% |
| 6M | -2.4% | +54.4% | -56.8% | -24.3% |
| YTD | +209.6% | +99.5% | +110.1% | +106.1% |
| 1Y | +355.0% | +100.8% | +254.3% | +201.7% |
| 3Y | +814.7% | +20.2% | +794.5% | +703.0% |
| 5Y | +1,298.1% | +21.1% | +1,276.9% | +1,092.5% |
| 10Y | +449.8% | +664.5% | -214.7% | +83.6% |
| All | +983.6% | +598.4% | +385.3% | +280.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling