+957.8%
AAOI vs FANG
+529.7%
+428.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -0.2% | +2.9% | -3.0% | -1.1% |
| 30D | -23.7% | +2.6% | -26.3% | -24.3% |
| 3M | -39.0% | +7.6% | -46.6% | -41.0% |
| 6M | -17.0% | +17.3% | -34.4% | -22.0% |
| YTD | +202.2% | +38.7% | +163.6% | +169.5% |
| 1Y | +292.4% | +51.6% | +240.8% | +239.0% |
| 3Y | +804.4% | +50.0% | +754.4% | +700.4% |
| 5Y | +1,318.0% | +237.6% | +1,080.5% | +878.6% |
| 10Y | +436.7% | +180.7% | +256.1% | +215.8% |
| All | +957.8% | +529.7% | +428.1% | +443.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling