+983.6%
AAOI vs FFIV
+358.8%
+624.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.9% | -7.1% | -6.2% |
| 7D | +4.7% | +3.5% | +1.2% | +1.7% |
| 30D | -18.7% | -1.3% | -17.4% | -18.3% |
| 3M | -33.7% | +2.4% | -36.1% | -34.3% |
| 6M | -2.4% | +41.8% | -44.2% | -23.3% |
| YTD | +209.6% | +58.5% | +151.1% | +122.3% |
| 1Y | +355.0% | +24.3% | +330.7% | +290.4% |
| 3Y | +814.7% | +152.0% | +662.6% | +408.1% |
| 5Y | +1,298.1% | +99.1% | +1,198.9% | +796.9% |
| 10Y | +449.8% | +242.8% | +207.1% | +148.2% |
| All | +983.6% | +358.8% | +624.9% | +328.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling