+1,251.2%
AAOI vs SW
-2.3%
+1,253.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.9% | +4.8% |
| 7D | -0.7% | -5.1% | +4.4% | +0.9% |
| 30D | -17.9% | -4.6% | -13.3% | -16.8% |
| 3M | -48.0% | +9.4% | -57.4% | -49.9% |
| 6M | +5.8% | +3.5% | +2.3% | +3.5% |
| YTD | +202.7% | +22.0% | +180.7% | +176.1% |
| 1Y | +352.5% | +2.2% | +350.3% | +336.4% |
| 3Y | +657.0% | +19.6% | +637.4% | +605.2% |
| All | +1,251.2% | -2.3% | +1,253.6% | +1,236.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling