+959.5%
AAOI vs WM
+587.9%
+371.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.4% | +5.4% |
| 7D | -0.7% | -0.3% | -0.4% | -0.6% |
| 30D | -17.9% | -2.4% | -15.5% | -17.6% |
| 3M | -48.0% | +0.4% | -48.4% | -49.0% |
| 6M | +5.8% | -9.5% | +15.3% | +6.8% |
| YTD | +202.7% | +0.5% | +202.2% | +195.3% |
| 1Y | +352.5% | -1.1% | +353.6% | +341.1% |
| 3Y | +657.0% | +46.0% | +611.0% | +508.1% |
| 5Y | +1,267.0% | +51.8% | +1,215.2% | +959.0% |
| 10Y | +502.7% | +307.5% | +195.2% | +145.9% |
| All | +959.5% | +587.9% | +371.7% | +196.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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