+804.4%
AAOI vs FHN
+129.5%
+674.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.5% |
| 7D | -0.2% | -1.2% | +1.0% | +1.0% |
| 30D | -23.7% | -4.8% | -18.9% | -19.8% |
| 3M | -39.0% | -0.7% | -38.3% | -38.8% |
| 6M | -17.0% | +10.6% | -27.7% | -27.0% |
| YTD | +202.2% | +4.6% | +197.6% | +173.1% |
| 1Y | +292.4% | +11.4% | +281.0% | +224.1% |
| 3Y | +804.4% | +132.3% | +672.1% | +231.0% |
| All | +804.4% | +129.5% | +674.8% | +231.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 3y: compounded portfolio wealth divided by compounded FHN 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…
3y analysis · Full analysis span regression · 6 months rolling