-14.3%
AAOI vs WPM
+0.4%
-14.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.7% | -0.6% | -1.8% |
| 7D | +2.9% | -3.6% | +6.5% | +5.4% |
| 30D | -23.1% | +12.5% | -35.6% | -30.4% |
| 3M | -41.0% | +40.6% | -81.6% | -55.4% |
| 6M | -14.3% | +0.5% | -14.8% | -14.9% |
| All | -14.3% | +0.4% | -14.6% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 6mo: compounded portfolio wealth divided by compounded WPM 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…
6mo analysis · Full analysis span regression · 6 months rolling