+327.2%
SMH vs AAOI
+1,316.1%
-988.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +1.2% |
| 7D | +0.3% | -0.2% | +0.4% | +0.3% |
| 30D | -2.8% | -23.7% | +20.9% | +0.1% |
| 3M | -6.7% | -39.0% | +32.3% | -2.5% |
| 6M | +41.8% | -17.0% | +58.8% | +38.5% |
| YTD | +57.9% | +202.2% | -144.4% | +27.6% |
| 1Y | +87.6% | +292.4% | -204.8% | +43.9% |
| 3Y | +282.9% | +804.4% | -521.4% | +134.6% |
| All | +327.2% | +1,316.1% | -988.9% | +99.9% |
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