+1,483.6%
AMZN vs AAOI
+932.9%
+550.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +0.2% |
| 7D | -2.7% | +2.9% | -5.6% | -3.0% |
| 30D | -7.5% | -23.1% | +15.6% | -5.9% |
| 3M | +5.8% | -41.0% | +46.9% | +8.7% |
| 6M | +17.5% | -14.3% | +31.8% | +13.6% |
| YTD | +9.1% | +196.3% | -187.2% | -8.7% |
| 1Y | +9.4% | +272.6% | -263.3% | -12.1% |
| 3Y | +82.2% | +775.3% | -693.1% | +18.4% |
| 5Y | +45.2% | +1,290.2% | -1,245.0% | -20.1% |
| 10Y | +562.7% | +426.2% | +136.6% | +253.7% |
| All | +1,483.6% | +932.9% | +550.7% | +700.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling