+0.8%
AAOI vs F
+20.0%
-19.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.2% | +9.9% | +6.1% |
| 7D | +7.9% | +1.2% | +6.7% | +7.6% |
| 30D | -17.8% | +1.2% | -19.0% | -17.9% |
| 3M | -43.3% | -5.7% | -37.6% | -43.6% |
| All | +0.8% | +20.0% | -19.2% | -17.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling