+1,647.8%
ASML vs AAOI
+383.2%
+1,264.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.3% | +6.9% | +0.5% |
| 7D | -2.9% | -24.5% | +21.6% | +0.3% |
| 30D | -15.2% | -55.9% | +40.7% | -7.0% |
| 3M | -12.9% | -63.6% | +50.7% | -3.1% |
| 6M | -5.0% | -67.6% | +62.5% | +4.6% |
| YTD | +41.8% | +38.6% | +3.2% | +26.6% |
| 1Y | +46.0% | +90.1% | -44.0% | +24.6% |
| 3Y | +133.5% | +416.0% | -282.5% | +54.3% |
| 5Y | +93.0% | +740.3% | -647.4% | +4.0% |
| 10Y | +1,534.9% | +104.9% | +1,430.0% | +802.5% |
| All | +1,647.8% | +383.2% | +1,264.6% | +817.8% |
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