+167.6%
AMAT vs AAOI
+868.1%
-700.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +15.6% | -9.6% | +3.8% |
| 7D | +7.0% | -5.8% | +12.7% | +7.8% |
| 30D | -20.6% | -44.5% | +23.9% | -13.8% |
| 3M | -24.8% | -58.4% | +33.7% | -15.7% |
| 6M | -10.7% | -69.8% | +59.1% | +2.2% |
| YTD | +54.3% | +60.2% | -6.0% | +36.6% |
| 1Y | +73.7% | +135.2% | -61.5% | +45.2% |
| 3Y | +168.4% | +496.5% | -328.1% | +77.4% |
| 5Y | +167.6% | +824.8% | -657.3% | +50.2% |
| All | +167.6% | +868.1% | -700.6% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling