+983.6%
AAOI vs FDS
+194.3%
+789.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -2.0% |
| 7D | +4.7% | -8.8% | +13.4% | +8.1% |
| 30D | -18.7% | -1.4% | -17.4% | -19.3% |
| 3M | -33.7% | +13.9% | -47.6% | -40.1% |
| 6M | -2.4% | +27.4% | -29.8% | -20.0% |
| YTD | +209.6% | -2.5% | +212.1% | +190.3% |
| 1Y | +355.0% | -23.8% | +378.8% | +386.1% |
| 3Y | +814.7% | -32.5% | +847.1% | +952.2% |
| 5Y | +1,298.1% | -23.2% | +1,321.2% | +1,377.7% |
| 10Y | +449.8% | +76.4% | +373.4% | +216.3% |
| All | +983.6% | +194.3% | +789.3% | +367.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling