+959.5%
AAOI vs FAST
+457.4%
+502.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.4% | +4.7% |
| 7D | -0.7% | -0.4% | -0.3% | -0.5% |
| 30D | -17.9% | -0.8% | -17.1% | -17.7% |
| 3M | -48.0% | +5.8% | -53.7% | -50.2% |
| 6M | +5.8% | +8.0% | -2.1% | -0.4% |
| YTD | +202.7% | +25.6% | +177.1% | +157.7% |
| 1Y | +352.5% | +0.8% | +351.7% | +336.6% |
| 3Y | +657.0% | +86.1% | +570.9% | +404.1% |
| 5Y | +1,267.0% | +100.2% | +1,166.8% | +764.2% |
| 10Y | +502.7% | +494.2% | +8.5% | +93.0% |
| All | +959.5% | +457.4% | +502.1% | +237.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling