+292.4%
AAOI vs STZ
-11.8%
+304.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +1.9% |
| 7D | -0.2% | -4.5% | +4.3% | -0.6% |
| 30D | -23.7% | -8.6% | -15.1% | -24.3% |
| 3M | -39.0% | -13.8% | -25.3% | -39.0% |
| 6M | -17.0% | -17.2% | +0.1% | -16.7% |
| YTD | +202.2% | -9.4% | +211.6% | +167.2% |
| 1Y | +292.4% | -11.9% | +304.3% | +243.9% |
| All | +292.4% | -11.8% | +304.2% | +243.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling