+55.7%
LLY vs AAOI
+352.1%
-296.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -0.9% |
| 7D | -2.1% | -0.7% | -1.5% | -2.1% |
| 30D | -1.6% | -17.9% | +16.3% | -1.7% |
| 3M | +2.3% | -48.0% | +50.3% | +3.1% |
| 6M | +14.9% | +5.8% | +9.1% | +14.6% |
| YTD | +7.5% | +202.7% | -195.3% | +6.1% |
| 1Y | +55.7% | +352.5% | -296.8% | +47.9% |
| All | +55.7% | +352.1% | -296.5% | +47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling