+1,448.2%
GOOG vs AAOI
+953.6%
+494.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +1.4% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -2.0% | -23.7% | +21.7% | -0.6% |
| 3M | -5.9% | -39.0% | +33.2% | -4.1% |
| 6M | +8.9% | -17.0% | +25.9% | +6.5% |
| YTD | +7.1% | +202.2% | -195.1% | -6.2% |
| 1Y | +39.7% | +292.4% | -252.7% | +18.5% |
| 3Y | +145.8% | +804.4% | -658.5% | +77.7% |
| 5Y | +138.6% | +1,318.0% | -1,179.4% | +50.2% |
| 10Y | +791.5% | +436.7% | +354.8% | +443.0% |
| All | +1,448.2% | +953.6% | +494.6% | +751.7% |
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