+416.0%
AAOI vs STZ
-11.3%
+427.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.4% |
| 7D | -0.2% | -4.5% | +4.3% | +1.3% |
| 30D | -23.7% | -8.6% | -15.1% | -21.6% |
| 3M | -39.0% | -13.8% | -25.3% | -36.5% |
| 6M | -17.0% | -17.2% | +0.1% | -13.0% |
| YTD | +202.2% | -9.4% | +211.6% | +200.8% |
| 1Y | +292.4% | -11.9% | +304.3% | +297.0% |
| 3Y | +804.4% | -49.6% | +854.0% | +1,045.5% |
| 5Y | +1,318.0% | -37.2% | +1,355.2% | +1,517.8% |
| All | +416.0% | -11.3% | +427.3% | +356.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling