-24.8%
AMAT vs AAOI
-58.3%
+33.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +15.6% | -9.6% | 0.0% |
| 7D | +7.0% | -5.8% | +12.7% | +8.6% |
| 30D | -20.6% | -44.5% | +23.9% | -6.6% |
| 3M | -24.8% | -58.4% | +33.7% | -9.0% |
| All | -24.8% | -58.3% | +33.6% | -9.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling