+959.5%
AAOI vs SW
+213.6%
+745.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.9% | +4.9% |
| 7D | -0.7% | -5.1% | +4.4% | +0.3% |
| 30D | -17.9% | -4.6% | -13.3% | -17.2% |
| 3M | -48.0% | +9.4% | -57.4% | -49.1% |
| 6M | +5.8% | +3.5% | +2.3% | +4.5% |
| YTD | +202.7% | +22.0% | +180.7% | +186.9% |
| 1Y | +352.5% | +2.2% | +350.3% | +343.1% |
| 3Y | +657.0% | +19.6% | +637.4% | +628.2% |
| 5Y | +1,267.0% | -2.3% | +1,269.3% | +1,225.2% |
| 10Y | +502.7% | +181.4% | +321.3% | +439.3% |
| All | +959.5% | +213.6% | +745.9% | +927.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling