-59.6%
AAOI vs SW
-7.3%
-52.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.9% | +7.9% | +6.6% |
| 7D | -27.4% | +2.3% | -29.7% | -26.5% |
| 30D | -59.1% | +6.8% | -65.9% | -58.1% |
| 3M | -59.6% | -5.2% | -54.4% | -58.4% |
| All | -59.6% | -7.3% | -52.3% | -58.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling