-14.9%
AMAT vs AAOI
-75.7%
+60.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.6% | +2.9% | -0.7% |
| 7D | +11.4% | -0.5% | +11.8% | +11.2% |
| 30D | -17.0% | -42.1% | +25.1% | -0.5% |
| 3M | -30.6% | -61.6% | +31.0% | -7.7% |
| 6M | -14.9% | -77.6% | +62.7% | +20.9% |
| All | -14.9% | -75.7% | +60.7% | +20.9% |
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 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