+31.0%
GLW vs AAOI
+13.4%
+17.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.8% | +2.7% |
| 7D | +16.9% | +4.7% | +12.2% | +14.9% |
| 30D | +7.0% | -18.7% | +25.7% | +14.6% |
| 3M | -3.0% | -33.7% | +30.8% | +8.0% |
| 6M | +31.0% | -2.4% | +33.4% | +22.6% |
| All | +31.0% | +13.4% | +17.6% | +22.6% |
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