+1,314.2%
AAOI vs WAT
-3.5%
+1,317.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.2% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | -23.7% | -1.9% | -21.8% | -23.1% |
| 3M | -39.0% | +13.5% | -52.5% | -42.8% |
| 6M | -17.0% | +37.2% | -54.3% | -31.6% |
| YTD | +202.2% | +7.5% | +194.7% | +180.0% |
| 1Y | +292.4% | +35.0% | +257.4% | +213.5% |
| 3Y | +804.4% | +55.1% | +749.3% | +601.2% |
| All | +1,314.2% | -3.5% | +1,317.7% | +1,115.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling