+416.0%
AAOI vs W
+158.6%
+257.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.6% |
| 7D | -0.2% | -0.9% | +0.7% | +0.1% |
| 30D | -23.7% | -4.2% | -19.5% | -22.9% |
| 3M | -39.0% | +26.9% | -65.9% | -44.0% |
| 6M | -17.0% | +31.2% | -48.3% | -26.4% |
| YTD | +202.2% | -1.8% | +204.1% | +189.4% |
| 1Y | +292.4% | +9.3% | +283.1% | +256.4% |
| 3Y | +804.4% | +33.2% | +771.2% | +629.0% |
| 5Y | +1,318.0% | -62.4% | +1,380.4% | +1,231.6% |
| All | +416.0% | +158.6% | +257.4% | +155.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling