+138.6%
AAOI vs FAST
+38.3%
+100.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.7% |
| 7D | -0.5% | +4.2% | -4.6% | 0.0% |
| 30D | -42.1% | +6.7% | -48.8% | -41.5% |
| 3M | -61.6% | +8.0% | -69.7% | -61.1% |
| 6M | -77.6% | +27.4% | -105.1% | -76.9% |
| YTD | +43.1% | +40.5% | +2.6% | +60.2% |
| 1Y | +138.6% | +38.4% | +100.2% | +163.2% |
| All | +138.6% | +38.3% | +100.3% | +163.2% |
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 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