+726.0%
AAOI vs SW
-2.3%
+728.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -5.4% |
| 7D | -0.5% | -2.9% | +2.5% | +0.3% |
| 30D | -42.1% | +5.0% | -47.2% | -43.2% |
| 3M | -61.6% | -13.7% | -48.0% | -60.3% |
| 6M | -77.6% | +8.0% | -85.7% | -78.5% |
| YTD | +43.1% | +14.0% | +29.2% | +32.3% |
| 1Y | +138.6% | +25.6% | +113.0% | +113.6% |
| 3Y | +353.5% | +40.1% | +313.4% | +320.1% |
| All | +726.0% | -2.3% | +728.3% | +729.9% |
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 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