+306.2%
AAOI vs WOLF
+44.0%
+262.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.0% | -1.0% | +0.7% |
| 7D | -0.2% | -8.6% | +8.4% | +3.8% |
| 30D | -23.7% | -18.3% | -5.4% | -16.7% |
| 3M | -39.0% | -43.1% | +4.1% | -25.8% |
| 6M | -17.0% | +42.4% | -59.5% | -29.1% |
| YTD | +202.2% | +48.9% | +153.4% | +153.6% |
| All | +306.2% | +44.0% | +262.2% | +254.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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