+714.9%
AAOI vs SW
+19.6%
+695.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.9% | +4.5% |
| 7D | -0.7% | -5.1% | +4.4% | +1.9% |
| 30D | -17.9% | -4.6% | -13.3% | -16.1% |
| 3M | -48.0% | +9.4% | -57.4% | -51.3% |
| 6M | +5.8% | +3.5% | +2.3% | +1.7% |
| YTD | +202.7% | +22.0% | +180.7% | +152.3% |
| 1Y | +352.5% | +2.2% | +350.3% | +322.0% |
| All | +714.9% | +19.6% | +695.3% | +584.4% |
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