+417.3%
AAOI vs SW
+39.0%
+378.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.9% | +7.9% | +7.3% |
| 7D | -27.4% | +2.3% | -29.7% | -28.2% |
| 30D | -59.1% | +6.8% | -65.9% | -60.6% |
| 3M | -59.6% | -5.2% | -54.4% | -59.1% |
| 6M | -71.9% | +7.4% | -79.3% | -73.8% |
| YTD | +43.8% | +17.4% | +26.4% | +20.9% |
| 1Y | +72.3% | +27.1% | +45.2% | +37.2% |
| 3Y | +417.3% | +47.9% | +369.5% | +227.4% |
| All | +417.3% | +39.0% | +378.3% | +227.4% |
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 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