+826.4%
AAOI vs FAST
+92.3%
+734.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.1% | -2.6% |
| 7D | +4.7% | +1.8% | +2.9% | +3.7% |
| 30D | -18.7% | -6.4% | -12.3% | -16.0% |
| 3M | -33.7% | +5.3% | -39.1% | -35.9% |
| 6M | -2.4% | +5.4% | -7.8% | -6.5% |
| YTD | +209.6% | +23.6% | +186.0% | +163.6% |
| 1Y | +355.0% | +4.1% | +350.9% | +337.2% |
| All | +826.4% | +92.3% | +734.2% | +482.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling