+100.9%
AAOI vs Z
-54.2%
+155.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +9.4% | -16.8% | -4.8% |
| 7D | -27.9% | +10.2% | -38.1% | -25.7% |
| 30D | -51.2% | +23.7% | -74.9% | -48.3% |
| 3M | -55.0% | -6.6% | -48.4% | -54.0% |
| 6M | -65.7% | -23.0% | -42.7% | -63.4% |
| YTD | +70.0% | -50.3% | +120.3% | +87.8% |
| 1Y | +100.9% | -53.6% | +154.5% | +136.3% |
| All | +100.9% | -54.2% | +155.1% | +136.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling