+8.9%
GOOG vs AAOI
-11.1%
+20.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +1.5% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -2.0% | -23.7% | +21.7% | -1.4% |
| 3M | -5.9% | -39.0% | +33.2% | -5.3% |
| 6M | +8.9% | -17.0% | +25.9% | +8.0% |
| All | +8.9% | -11.1% | +20.0% | +8.0% |
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