+937.0%
AAOI vs WAB
+378.5%
+558.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | +2.9% | -0.2% | +3.1% | +3.1% |
| 30D | -23.1% | -5.9% | -17.2% | -19.8% |
| 3M | -41.0% | +9.4% | -50.4% | -44.6% |
| 6M | -14.3% | +13.8% | -28.1% | -21.8% |
| YTD | +196.3% | +31.8% | +164.5% | +144.2% |
| 1Y | +272.6% | +48.5% | +224.1% | +188.3% |
| 3Y | +775.3% | +167.0% | +608.4% | +427.5% |
| 5Y | +1,290.2% | +222.3% | +1,067.9% | +644.8% |
| 10Y | +426.2% | +289.6% | +136.5% | +120.5% |
| All | +937.0% | +378.5% | +558.5% | +307.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling