+352.5%
AAOI vs FDS
-17.4%
+369.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.5% | +8.6% | +3.2% |
| 7D | -0.7% | -1.9% | +1.2% | -1.6% |
| 30D | -17.9% | +9.0% | -26.9% | -13.3% |
| 3M | -48.0% | +18.9% | -66.8% | -41.4% |
| 6M | +5.8% | +35.1% | -29.3% | +32.7% |
| YTD | +202.7% | +5.5% | +197.2% | +259.8% |
| 1Y | +352.5% | -16.8% | +369.3% | +427.4% |
| All | +352.5% | -17.4% | +369.9% | +427.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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