+451.2%
WMT vs AAOI
+953.6%
-502.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +1.3% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -7.4% | -23.7% | +16.3% | -7.2% |
| 3M | -10.9% | -39.0% | +28.2% | -10.6% |
| 6M | -12.7% | -17.0% | +4.4% | -13.1% |
| YTD | -3.2% | +202.2% | -205.4% | -5.8% |
| 1Y | +5.3% | +292.4% | -287.1% | +1.8% |
| 3Y | +101.9% | +804.4% | -702.5% | +88.8% |
| 5Y | +134.6% | +1,318.0% | -1,183.5% | +114.3% |
| 10Y | +440.4% | +436.7% | +3.6% | +387.0% |
| All | +451.2% | +953.6% | -502.4% | +410.8% |
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