+1,314.2%
AAOI vs UMC
+143.5%
+1,170.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.3% | +0.2% |
| 7D | -0.2% | +9.0% | -9.2% | -6.7% |
| 30D | -23.7% | +17.2% | -40.9% | -33.0% |
| 3M | -39.0% | +11.4% | -50.4% | -44.7% |
| 6M | -17.0% | +137.5% | -154.6% | -60.8% |
| YTD | +202.2% | +193.1% | +9.1% | +12.7% |
| 1Y | +292.4% | +240.3% | +52.1% | +29.2% |
| 3Y | +804.4% | +262.2% | +542.2% | +196.2% |
| All | +1,314.2% | +143.5% | +1,170.7% | +431.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling