+403.3%
AAOI vs SW
+201.7%
+201.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.9% | +7.9% | +7.1% |
| 7D | -27.4% | +2.3% | -29.7% | -27.7% |
| 30D | -59.1% | +6.8% | -65.9% | -59.7% |
| 3M | -59.6% | -5.2% | -54.4% | -59.4% |
| 6M | -71.9% | +7.4% | -79.3% | -72.6% |
| YTD | +43.8% | +17.4% | +26.4% | +36.7% |
| 1Y | +72.3% | +27.1% | +45.2% | +61.4% |
| 3Y | +417.3% | +47.9% | +369.5% | +388.8% |
| 5Y | +755.5% | -2.6% | +758.0% | +730.3% |
| 10Y | +131.5% | +182.7% | -51.1% | +108.0% |
| All | +403.3% | +201.7% | +201.6% | +389.5% |
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