+50.1%
MSFT vs AAOI
+772.2%
-722.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.6% |
| 7D | -0.8% | -0.2% | -0.7% | -0.8% |
| 30D | +0.8% | -23.7% | +24.5% | +1.7% |
| 3M | +27.2% | -39.0% | +66.2% | +28.4% |
| 6M | +22.9% | -17.0% | +40.0% | +20.7% |
| YTD | +3.1% | +202.2% | -199.1% | -6.5% |
| 1Y | -0.3% | +292.4% | -292.7% | -11.9% |
| 3Y | +50.1% | +804.4% | -754.3% | +20.3% |
| All | +50.1% | +772.2% | -722.1% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling