+90.1%
AAOI vs SW
+26.8%
+63.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.4% | -7.6% | -7.3% |
| 7D | -24.5% | +2.2% | -26.6% | -24.4% |
| 30D | -55.9% | +7.4% | -63.4% | -55.9% |
| 3M | -63.6% | -5.9% | -57.7% | -63.4% |
| 6M | -67.6% | +9.0% | -76.5% | -67.1% |
| YTD | +38.6% | +18.1% | +20.5% | +32.8% |
| 1Y | +90.1% | +28.7% | +61.4% | +67.1% |
| All | +90.1% | +26.8% | +63.3% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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