+1,733.6%
MSFT vs AAOI
+979.3%
+754.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.8% | -0.3% |
| 7D | -1.0% | +4.7% | -5.7% | -1.4% |
| 30D | -2.7% | -18.7% | +16.1% | -1.8% |
| 3M | +22.1% | -33.7% | +55.8% | +23.5% |
| 6M | +20.6% | -2.4% | +23.0% | +16.4% |
| YTD | +2.3% | +209.6% | -207.3% | -10.6% |
| 1Y | -0.5% | +355.0% | -355.6% | -16.7% |
| 3Y | +50.5% | +814.7% | -764.1% | +8.4% |
| 5Y | +72.3% | +1,298.1% | -1,225.7% | +8.4% |
| 10Y | +885.0% | +449.8% | +435.2% | +505.5% |
| All | +1,733.6% | +979.3% | +754.3% | +991.2% |
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 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