+1,314.2%
AAOI vs FDX
+64.3%
+1,250.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -0.2% | -3.3% | +3.1% | +1.3% |
| 30D | -23.7% | -4.5% | -19.2% | -22.6% |
| 3M | -39.0% | -7.3% | -31.7% | -37.1% |
| 6M | -17.0% | +7.5% | -24.6% | -20.7% |
| YTD | +202.2% | +35.1% | +167.2% | +159.5% |
| 1Y | +292.4% | +71.4% | +221.0% | +206.5% |
| 3Y | +804.4% | +60.8% | +743.6% | +629.4% |
| All | +1,314.2% | +64.3% | +1,250.0% | +1,122.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 5y: compounded portfolio wealth divided by compounded FDX 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…
5y analysis · Full analysis span regression · 6 months rolling