+1,298.1%
AAOI vs FAST
+103.5%
+1,194.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.1% | -2.6% |
| 7D | +4.7% | +1.8% | +2.9% | +3.5% |
| 30D | -18.7% | -6.4% | -12.3% | -15.7% |
| 3M | -33.7% | +5.3% | -39.1% | -36.3% |
| 6M | -2.4% | +5.4% | -7.8% | -7.1% |
| YTD | +209.6% | +23.6% | +186.0% | +162.0% |
| 1Y | +355.0% | +4.1% | +350.9% | +331.4% |
| 3Y | +814.7% | +92.4% | +722.3% | +454.1% |
| 5Y | +1,298.1% | +106.1% | +1,192.0% | +699.5% |
| All | +1,298.1% | +103.5% | +1,194.5% | +699.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling