+580.0%
AAOI vs W
+170.7%
+409.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.7% | -1.6% | -3.5% |
| 7D | +2.9% | +0.5% | +2.4% | +2.8% |
| 30D | -23.1% | -5.6% | -17.5% | -22.0% |
| 3M | -41.0% | +41.9% | -82.9% | -47.4% |
| 6M | -14.3% | +30.2% | -44.5% | -23.1% |
| YTD | +196.3% | -2.9% | +199.2% | +185.7% |
| 1Y | +272.6% | +11.6% | +261.0% | +238.9% |
| 3Y | +775.3% | +37.0% | +738.4% | +616.6% |
| 5Y | +1,290.2% | -62.8% | +1,353.0% | +1,220.9% |
| 10Y | +426.2% | +155.2% | +270.9% | +191.3% |
| All | +580.0% | +170.7% | +409.3% | +252.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling