-14.3%
AAOI vs FDS
+19.9%
-34.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.8% | +1.5% | -8.9% |
| 7D | +2.9% | -16.0% | +18.9% | -10.7% |
| 30D | -23.1% | -6.7% | -16.4% | -26.0% |
| 3M | -41.0% | +6.0% | -47.0% | -36.6% |
| 6M | -14.3% | +25.1% | -39.4% | +24.3% |
| All | -14.3% | +19.9% | -34.2% | +24.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling