+1,431.6%
GLW vs AAOI
+1,015.5%
+416.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +5.7% | +1.9% | +6.9% |
| 7D | +14.0% | +7.9% | +6.1% | +13.0% |
| 30D | +0.4% | -17.8% | +18.1% | +2.6% |
| 3M | -11.3% | -43.3% | +31.9% | -6.2% |
| 6M | +35.1% | +16.7% | +18.4% | +31.3% |
| YTD | +90.5% | +220.0% | -129.5% | +65.8% |
| 1Y | +132.0% | +372.1% | -240.0% | +92.6% |
| 3Y | +463.3% | +845.3% | -382.0% | +298.1% |
| 5Y | +382.5% | +1,333.8% | -951.3% | +196.5% |
| 10Y | +837.6% | +457.2% | +380.5% | +452.0% |
| All | +1,431.6% | +1,015.5% | +416.1% | +721.6% |
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 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