+447.1%
META vs AAOI
+109.6%
+337.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | -0.4% |
| 7D | +3.1% | +12.7% | -9.6% | +1.9% |
| 30D | -18.2% | -46.0% | +27.7% | -14.4% |
| 3M | +7.8% | -61.7% | +69.5% | +15.2% |
| 6M | +3.6% | -71.9% | +75.5% | +11.2% |
| YTD | -5.3% | +51.6% | -56.9% | -17.2% |
| 1Y | +2.7% | +120.8% | -118.0% | -14.4% |
| 3Y | +91.5% | +464.3% | -372.8% | +26.7% |
| 5Y | +84.7% | +769.2% | -684.6% | +1.0% |
| All | +447.1% | +109.6% | +337.5% | +215.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling