+1,185.0%
META vs AAOI
+383.2%
+801.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.3% | +7.3% | +0.6% |
| 7D | +3.3% | -24.5% | +27.7% | +5.5% |
| 30D | -10.8% | -55.9% | +45.2% | -4.9% |
| 3M | +7.9% | -63.6% | +71.5% | +15.9% |
| 6M | +5.4% | -67.6% | +72.9% | +11.5% |
| YTD | -2.6% | +38.6% | -41.2% | -13.9% |
| 1Y | +1.9% | +90.1% | -88.2% | -13.6% |
| 3Y | +97.0% | +416.0% | -319.0% | +33.2% |
| 5Y | +97.6% | +740.3% | -642.7% | +11.7% |
| 10Y | +436.0% | +104.9% | +331.1% | +204.5% |
| All | +1,185.0% | +383.2% | +801.8% | +562.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling