+957.8%
AAOI vs FHN
+220.0%
+737.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | -0.2% | -1.2% | +1.0% | +0.4% |
| 30D | -23.7% | -4.8% | -18.9% | -21.8% |
| 3M | -39.0% | -0.7% | -38.3% | -38.9% |
| 6M | -17.0% | +10.6% | -27.7% | -21.5% |
| YTD | +202.2% | +4.6% | +197.6% | +190.7% |
| 1Y | +292.4% | +11.4% | +281.0% | +265.2% |
| 3Y | +804.4% | +132.3% | +672.1% | +545.7% |
| 5Y | +1,318.0% | +90.2% | +1,227.9% | +883.5% |
| 10Y | +436.7% | +127.4% | +309.3% | +193.9% |
| All | +957.8% | +220.0% | +737.8% | +404.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling