+228.1%
AMAT vs AAOI
+789.6%
-561.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.7% | -1.7% | +3.1% |
| 7D | +7.0% | +7.9% | -0.9% | +5.8% |
| 30D | -12.2% | -17.8% | +5.5% | -10.1% |
| 3M | -3.8% | -43.3% | +39.4% | +2.0% |
| 6M | +45.9% | +16.7% | +29.2% | +36.5% |
| YTD | +84.6% | +220.0% | -135.4% | +45.4% |
| 1Y | +193.4% | +372.1% | -178.7% | +113.5% |
| 3Y | +228.1% | +845.3% | -617.3% | +87.9% |
| All | +228.1% | +789.6% | -561.5% | +87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling