-11.4%
AMAT vs AAOI
-70.3%
+58.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.4% | +1.8% | -1.7% |
| 7D | +19.3% | +12.7% | +6.6% | +14.1% |
| 30D | -17.9% | -46.0% | +28.0% | -0.6% |
| 3M | -30.4% | -61.7% | +31.3% | -8.5% |
| 6M | -11.4% | -71.9% | +60.5% | +16.5% |
| All | -11.4% | -70.3% | +58.9% | +16.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling