+957.8%
AAOI vs FERG
+456.5%
+501.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.7% |
| 7D | -0.2% | -2.6% | +2.4% | +0.8% |
| 30D | -23.7% | -8.9% | -14.8% | -21.0% |
| 3M | -39.0% | -2.0% | -37.0% | -38.3% |
| 6M | -17.0% | -3.2% | -13.9% | -15.7% |
| YTD | +202.2% | +1.5% | +200.7% | +199.1% |
| 1Y | +292.4% | +0.5% | +291.9% | +290.9% |
| 3Y | +804.4% | +50.4% | +754.0% | +719.9% |
| 5Y | +1,318.0% | +68.7% | +1,249.3% | +1,146.4% |
| 10Y | +436.7% | +351.3% | +85.4% | +329.5% |
| All | +957.8% | +456.5% | +501.3% | +702.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling