+73.9%
MSFT vs AAOI
+1,316.1%
-1,242.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.9% |
| 3M | +27.2% | -39.0% | +66.2% | +28.7% |
| 6M | +22.9% | -17.0% | +40.0% | +20.6% |
| YTD | +3.1% | +202.2% | -199.1% | -7.2% |
| 1Y | -0.3% | +292.4% | -292.7% | -12.6% |
| 3Y | +50.1% | +804.4% | -754.3% | +16.7% |
| All | +73.9% | +1,316.1% | -1,242.2% | +15.7% |
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