+100.9%
AAOI vs WAT
+32.9%
+68.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.7% | -9.0% | -7.5% |
| 7D | -27.9% | -1.9% | -26.0% | -27.8% |
| 30D | -51.2% | +6.2% | -57.5% | -51.1% |
| 3M | -55.0% | +18.1% | -73.0% | -54.8% |
| 6M | -65.7% | +54.9% | -120.6% | -66.6% |
| YTD | +70.0% | +23.1% | +46.9% | +67.5% |
| 1Y | +100.9% | +27.3% | +73.6% | +95.0% |
| All | +100.9% | +32.9% | +68.0% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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