+100.9%
AAOI vs WAB
+46.5%
+54.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.1% | -8.4% | -8.3% |
| 7D | -27.9% | +4.5% | -32.4% | -30.7% |
| 30D | -51.2% | +1.1% | -52.3% | -51.5% |
| 3M | -55.0% | -1.3% | -53.7% | -54.4% |
| 6M | -65.7% | +12.7% | -78.5% | -68.3% |
| YTD | +70.0% | +38.7% | +31.4% | +6.6% |
| 1Y | +100.9% | +44.9% | +56.0% | +20.1% |
| All | +100.9% | +46.5% | +54.4% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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