+804.4%
AAOI vs FDS
-37.4%
+841.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +1.8% |
| 7D | -0.2% | -14.0% | +13.8% | -2.2% |
| 30D | -23.7% | -6.2% | -17.5% | -24.3% |
| 3M | -39.0% | +10.2% | -49.2% | -39.1% |
| 6M | -17.0% | +27.4% | -44.5% | -19.0% |
| YTD | +202.2% | -9.3% | +211.5% | +232.5% |
| 1Y | +292.4% | -28.6% | +321.0% | +398.0% |
| 3Y | +804.4% | -36.8% | +841.2% | +1,221.0% |
| All | +804.4% | -37.4% | +841.8% | +1,221.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling