+1,314.2%
AAOI vs FANG
+232.6%
+1,081.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -0.2% | +2.9% | -3.0% | -1.6% |
| 30D | -23.7% | +2.6% | -26.3% | -24.7% |
| 3M | -39.0% | +7.6% | -46.6% | -42.1% |
| 6M | -17.0% | +17.3% | -34.4% | -25.0% |
| YTD | +202.2% | +38.7% | +163.6% | +151.1% |
| 1Y | +292.4% | +51.6% | +240.8% | +209.6% |
| 3Y | +804.4% | +50.0% | +754.4% | +643.2% |
| All | +1,314.2% | +232.6% | +1,081.6% | +887.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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