+957.8%
AAOI vs UMC
+1,872.5%
-914.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.3% | +0.7% |
| 7D | -0.2% | +9.0% | -9.2% | -4.8% |
| 30D | -23.7% | +17.2% | -40.9% | -30.3% |
| 3M | -39.0% | +11.4% | -50.4% | -42.5% |
| 6M | -17.0% | +137.5% | -154.6% | -48.6% |
| YTD | +202.2% | +193.1% | +9.1% | +64.0% |
| 1Y | +292.4% | +240.3% | +52.1% | +98.2% |
| 3Y | +804.4% | +262.2% | +542.2% | +361.9% |
| 5Y | +1,318.0% | +143.1% | +1,174.9% | +729.0% |
| 10Y | +436.7% | +1,853.0% | -1,416.3% | +12.8% |
| All | +957.8% | +1,872.5% | -914.6% | +114.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling