+100.9%
AAOI vs FAST
+32.0%
+68.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.7% | -9.0% | -7.1% |
| 7D | -27.9% | +3.4% | -31.3% | -27.6% |
| 30D | -51.2% | +5.5% | -56.7% | -50.9% |
| 3M | -55.0% | +7.6% | -62.6% | -54.5% |
| 6M | -65.7% | +19.8% | -85.6% | -65.0% |
| YTD | +70.0% | +35.5% | +34.6% | +77.9% |
| 1Y | +100.9% | +31.6% | +69.3% | +106.3% |
| All | +100.9% | +32.0% | +68.9% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 1y: compounded portfolio wealth divided by compounded FAST 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…
1y analysis · Full analysis span regression · 6 months rolling