+1,616.4%
AMAT vs AAOI
+445.6%
+1,170.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.3% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | -16.6% | -23.7% | +7.1% | -13.8% |
| 3M | -17.3% | -39.0% | +21.7% | -12.6% |
| 6M | +30.3% | -17.0% | +47.4% | +27.7% |
| YTD | +78.3% | +202.2% | -124.0% | +41.0% |
| 1Y | +169.8% | +292.4% | -122.6% | +101.5% |
| 3Y | +218.5% | +804.4% | -585.8% | +79.7% |
| 5Y | +247.7% | +1,318.0% | -1,070.4% | +53.6% |
| All | +1,616.4% | +445.6% | +1,170.8% | +660.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOI.
Daily Out/Under-Performance
Portfolio return minus AAOI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOI 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 AAOI 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