+115.6%
ASML vs AAOI
+1,335.6%
-1,220.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.7% | -2.8% | +2.3% |
| 7D | +6.0% | +7.9% | -1.9% | +5.1% |
| 30D | +1.4% | -17.8% | +19.1% | +3.1% |
| 3M | +1.0% | -43.3% | +44.3% | +5.3% |
| 6M | +37.0% | +16.7% | +20.3% | +29.5% |
| YTD | +65.8% | +220.0% | -154.2% | +37.5% |
| 1Y | +123.1% | +372.1% | -249.0% | +74.4% |
| 3Y | +188.2% | +845.3% | -657.2% | +85.0% |
| 5Y | +115.6% | +1,333.8% | -1,218.2% | +7.5% |
| All | +115.6% | +1,335.6% | -1,220.1% | +7.5% |
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 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