-4.6%
META vs AAOI
+10.9%
-15.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | +0.9% |
| 7D | +6.7% | -0.7% | +7.4% | +6.7% |
| 30D | +4.8% | -17.9% | +22.7% | +5.2% |
| 3M | -1.6% | -48.0% | +46.4% | 0.0% |
| All | -4.6% | +10.9% | -15.4% | -8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling