+467.5%
AAOI vs Z
+16.2%
+451.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.6% | -3.0% |
| 7D | +4.7% | -7.1% | +11.7% | +7.3% |
| 30D | -18.7% | -4.8% | -14.0% | -18.8% |
| 3M | -33.7% | -9.3% | -24.4% | -33.9% |
| 6M | -2.4% | -29.0% | +26.5% | +8.0% |
| YTD | +209.6% | -52.9% | +262.5% | +294.8% |
| 1Y | +355.0% | -63.1% | +418.2% | +539.1% |
| 3Y | +814.7% | -36.9% | +851.5% | +965.6% |
| 5Y | +1,298.1% | -65.5% | +1,363.6% | +1,745.1% |
| 10Y | +449.8% | -3.9% | +453.7% | +325.5% |
| All | +467.5% | +16.2% | +451.2% | +312.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling