+405.8%
AAOI vs FAST
+531.9%
-126.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.7% | -4.5% |
| 7D | +2.9% | -0.4% | +3.3% | +3.2% |
| 30D | -23.1% | -6.4% | -16.7% | -20.4% |
| 3M | -41.0% | +7.1% | -48.1% | -43.6% |
| 6M | -14.3% | +7.0% | -21.3% | -18.7% |
| YTD | +196.3% | +24.1% | +172.2% | +155.8% |
| 1Y | +272.6% | +4.4% | +268.2% | +253.5% |
| 3Y | +775.3% | +93.2% | +682.1% | +482.0% |
| 5Y | +1,290.2% | +106.4% | +1,183.8% | +787.7% |
| All | +405.8% | +531.9% | -126.1% | +86.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling