+937.0%
AAOI vs STZ
+156.7%
+780.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.9% | -6.2% | -5.0% |
| 7D | +2.9% | -4.1% | +7.0% | +4.3% |
| 30D | -23.1% | -7.6% | -15.5% | -21.2% |
| 3M | -41.0% | -12.3% | -28.7% | -38.9% |
| 6M | -14.3% | -16.3% | +2.0% | -10.3% |
| YTD | +196.3% | -8.4% | +204.7% | +194.0% |
| 1Y | +272.6% | -10.8% | +283.4% | +275.8% |
| 3Y | +775.3% | -49.0% | +824.3% | +1,008.7% |
| 5Y | +1,290.2% | -36.5% | +1,326.6% | +1,481.0% |
| 10Y | +426.2% | -10.3% | +436.5% | +374.1% |
| All | +937.0% | +156.7% | +780.4% | +549.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling