+100.9%
AAOI vs UMC
+112.5%
-11.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.1% | -5.3% | -6.0% |
| 7D | -27.9% | -14.7% | -13.2% | -20.0% |
| 30D | -51.2% | -32.9% | -18.4% | -37.2% |
| 3M | -55.0% | -22.2% | -32.8% | -47.4% |
| 6M | -65.7% | +25.9% | -91.6% | -68.1% |
| YTD | +70.0% | +107.9% | -37.9% | +10.1% |
| 1Y | +100.9% | +115.0% | -14.1% | +22.8% |
| All | +100.9% | +112.5% | -11.6% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling