+416.0%
AAOI vs FICO
-24.1%
+440.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.0% | -8.2% | -7.3% |
| 7D | -24.5% | +0.9% | -25.3% | -24.5% |
| 30D | -55.9% | +9.4% | -65.4% | -56.7% |
| 3M | -63.6% | -30.4% | -33.2% | -62.7% |
| 6M | -67.6% | -35.1% | -32.4% | -68.2% |
| YTD | +38.6% | -56.8% | +95.4% | +63.6% |
| 1Y | +90.1% | -58.4% | +148.5% | +130.3% |
| 3Y | +416.0% | -26.7% | +442.7% | +159.9% |
| All | +416.0% | -24.1% | +440.0% | +159.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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