+20.6%
MSFT vs AAOI
+13.4%
+7.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.8% | -0.4% |
| 7D | -1.0% | +4.7% | -5.7% | -1.1% |
| 30D | -2.7% | -18.7% | +16.1% | -2.4% |
| 3M | +22.1% | -33.7% | +55.8% | +20.1% |
| 6M | +20.6% | -2.4% | +23.0% | +18.2% |
| All | +20.6% | +13.4% | +7.2% | +18.2% |
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