-14.0%
META vs AAOI
+318.2%
-332.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.9% | -1.4% |
| 7D | +5.5% | +2.9% | +2.6% | +5.5% |
| 30D | +7.6% | -23.1% | +30.7% | +7.9% |
| 3M | +13.0% | -41.0% | +54.0% | +13.7% |
| 6M | -1.3% | -14.3% | +13.0% | -1.8% |
| YTD | -2.2% | +196.3% | -198.5% | -4.9% |
| 1Y | -14.0% | +272.6% | -286.6% | -17.8% |
| All | -14.0% | +318.2% | -332.2% | -17.8% |
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