+957.8%
AAOI vs TEVA
+9.3%
+948.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.2% |
| 7D | -0.2% | +2.0% | -2.2% | -0.9% |
| 30D | -23.7% | +1.0% | -24.6% | -24.0% |
| 3M | -39.0% | +7.3% | -46.3% | -41.4% |
| 6M | -17.0% | +21.7% | -38.8% | -24.5% |
| YTD | +202.2% | +18.8% | +183.4% | +178.7% |
| 1Y | +292.4% | +86.5% | +205.9% | +203.3% |
| 3Y | +804.4% | +269.4% | +535.0% | +440.0% |
| 5Y | +1,318.0% | +303.6% | +1,014.4% | +693.8% |
| 10Y | +436.7% | -22.9% | +459.7% | +331.2% |
| All | +957.8% | +9.3% | +948.5% | +638.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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