+1,134.7%
META vs AAOI
+955.3%
+179.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | +0.6% |
| 7D | +6.7% | -0.7% | +7.4% | +6.7% |
| 30D | +4.8% | -17.9% | +22.7% | +6.0% |
| 3M | -1.6% | -48.0% | +46.4% | +1.9% |
| 6M | -7.5% | +5.8% | -13.3% | -12.3% |
| YTD | -6.4% | +202.7% | -209.1% | -21.8% |
| 1Y | -17.3% | +352.5% | -369.9% | -35.1% |
| 3Y | +109.9% | +657.0% | -547.1% | +38.3% |
| 5Y | +65.4% | +1,267.0% | -1,201.6% | -10.0% |
| 10Y | +391.8% | +502.7% | -110.9% | +156.6% |
| All | +1,134.7% | +955.3% | +179.4% | +501.5% |
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