-2.4%
AAOI vs FFIV
+43.7%
-46.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.9% | -7.1% | -8.1% |
| 7D | +4.7% | +3.5% | +1.2% | -0.2% |
| 30D | -18.7% | -1.3% | -17.4% | -18.0% |
| 3M | -33.7% | +2.4% | -36.1% | -34.8% |
| 6M | -2.4% | +41.8% | -44.2% | -37.6% |
| All | -2.4% | +43.7% | -46.1% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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