-2.4%
AAOI vs STT
+63.6%
-66.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.3% | -3.3% |
| 7D | +4.7% | +1.0% | +3.7% | +2.8% |
| 30D | -18.7% | +2.8% | -21.5% | -22.2% |
| 3M | -33.7% | +18.1% | -51.9% | -48.2% |
| 6M | -2.4% | +59.2% | -61.6% | -62.7% |
| All | -2.4% | +63.6% | -66.0% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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