+380.5%
AAOI vs SW
+41.4%
+339.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -4.5% |
| 7D | +12.7% | -3.0% | +15.7% | +14.2% |
| 30D | -46.0% | +4.2% | -50.1% | -47.3% |
| 3M | -61.7% | -11.5% | -50.2% | -59.9% |
| 6M | -71.9% | +8.6% | -80.5% | -74.0% |
| YTD | +51.6% | +15.0% | +36.6% | +29.0% |
| 1Y | +120.8% | +25.7% | +95.1% | +76.9% |
| All | +380.5% | +41.4% | +339.1% | +258.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling