+3,153.7%
SMH vs AAOI
+953.6%
+2,200.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.2% |
| 3M | -6.7% | -39.0% | +32.3% | -2.3% |
| 6M | +41.8% | -17.0% | +58.8% | +38.3% |
| YTD | +57.9% | +202.2% | -144.4% | +26.3% |
| 1Y | +87.6% | +292.4% | -204.8% | +42.2% |
| 3Y | +282.9% | +804.4% | -521.4% | +126.4% |
| 5Y | +330.4% | +1,318.0% | -987.6% | +107.6% |
| 10Y | +1,857.0% | +436.7% | +1,420.3% | +818.1% |
| All | +3,153.7% | +953.6% | +2,200.1% | +1,308.3% |
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 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