+48.8%
AAOI vs FERG
-1.5%
+50.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | -5.2% | -15.7% | -18.4% |
| 7D | -40.8% | -2.0% | -38.8% | -39.7% |
| 30D | -64.0% | +5.5% | -69.5% | -64.5% |
| 3M | -63.5% | -7.3% | -56.2% | -62.0% |
| 6M | -74.0% | -6.1% | -68.0% | -72.8% |
| YTD | +34.5% | +7.5% | +27.0% | +27.3% |
| 1Y | +48.8% | -3.9% | +52.7% | +48.2% |
| All | +48.8% | -1.5% | +50.3% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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