+786.6%
AAOI vs F
+35.6%
+751.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.2% | -7.5% | -5.9% |
| 7D | +2.9% | -3.7% | +6.6% | +4.6% |
| 30D | -23.1% | -0.7% | -22.4% | -23.1% |
| 3M | -41.0% | -1.9% | -39.1% | -41.2% |
| 6M | -14.3% | +16.1% | -30.3% | -25.4% |
| YTD | +196.3% | +9.5% | +186.8% | +158.4% |
| 1Y | +272.6% | +27.2% | +245.4% | +191.5% |
| All | +786.6% | +35.6% | +751.0% | +414.9% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 3y: compounded portfolio wealth divided by compounded F 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…
3y analysis · Full analysis span regression · 6 months rolling