-43.3%
AAOI vs Z
-7.8%
-35.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -6.4% | +12.2% | +0.5% |
| 7D | +7.9% | -3.3% | +11.2% | +5.4% |
| 30D | -17.8% | -3.7% | -14.0% | -19.2% |
| 3M | -43.3% | -7.0% | -36.3% | -42.7% |
| All | -43.3% | -7.8% | -35.4% | -42.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling