+74.5%
META vs AAOI
+1,283.7%
-1,209.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.2% | +9.8% | +6.8% |
| 7D | +10.3% | +4.7% | +5.6% | +9.8% |
| 30D | +9.9% | -18.7% | +28.6% | +11.2% |
| 3M | +11.9% | -33.7% | +45.7% | +13.7% |
| 6M | +1.2% | -2.4% | +3.6% | -3.1% |
| YTD | -0.8% | +209.6% | -210.4% | -16.7% |
| 1Y | -14.3% | +355.0% | -369.4% | -32.3% |
| 3Y | +121.4% | +814.7% | -693.3% | +43.6% |
| 5Y | +74.5% | +1,298.1% | -1,223.6% | -16.6% |
| All | +74.5% | +1,283.7% | -1,209.3% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling