+1,314.2%
AAOI vs Z
-64.7%
+1,378.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.0% | -2.0% | +0.1% |
| 7D | -0.2% | -6.0% | +5.9% | +2.6% |
| 30D | -23.7% | -2.3% | -21.4% | -24.8% |
| 3M | -39.0% | -0.6% | -38.4% | -42.0% |
| 6M | -17.0% | -27.6% | +10.6% | -6.2% |
| YTD | +202.2% | -52.4% | +254.6% | +314.8% |
| 1Y | +292.4% | -63.6% | +356.0% | +526.2% |
| 3Y | +804.4% | -36.4% | +840.8% | +980.6% |
| All | +1,314.2% | -64.7% | +1,378.9% | +1,474.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling