+416.0%
AAOI vs WWD
+498.2%
-82.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.7% | +1.3% |
| 7D | -0.2% | -2.6% | +2.4% | +1.3% |
| 30D | -23.7% | -6.9% | -16.8% | -20.3% |
| 3M | -39.0% | -13.0% | -26.0% | -34.0% |
| 6M | -17.0% | -12.5% | -4.6% | -10.7% |
| YTD | +202.2% | +11.8% | +190.4% | +187.0% |
| 1Y | +292.4% | +41.1% | +251.3% | +231.7% |
| 3Y | +804.4% | +163.1% | +641.3% | +503.5% |
| 5Y | +1,318.0% | +187.6% | +1,130.4% | +788.9% |
| All | +416.0% | +498.2% | -82.3% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling