+5.8%
AAOI vs SW
+4.3%
+1.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.9% | +4.9% |
| 7D | -0.7% | -5.1% | +4.4% | +0.4% |
| 30D | -17.9% | -4.6% | -13.3% | -17.2% |
| 3M | -48.0% | +9.4% | -57.4% | -48.2% |
| 6M | +5.8% | +3.5% | +2.3% | +15.7% |
| All | +5.8% | +4.3% | +1.6% | +15.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling