+1,314.2%
AAOI vs STZ
-37.6%
+1,351.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.3% |
| 7D | -0.2% | -4.5% | +4.3% | +0.9% |
| 30D | -23.7% | -8.6% | -15.1% | -22.1% |
| 3M | -39.0% | -13.8% | -25.3% | -37.0% |
| 6M | -17.0% | -17.2% | +0.1% | -13.7% |
| YTD | +202.2% | -9.4% | +211.6% | +197.2% |
| 1Y | +292.4% | -11.9% | +304.3% | +292.3% |
| 3Y | +804.4% | -49.6% | +854.0% | +1,032.6% |
| All | +1,314.2% | -37.6% | +1,351.8% | +1,756.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling