+740.3%
AAOI vs FICO
+82.5%
+657.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.0% | -8.2% | -7.4% |
| 7D | -24.5% | +0.9% | -25.3% | -24.6% |
| 30D | -55.9% | +9.4% | -65.4% | -57.3% |
| 3M | -63.6% | -30.4% | -33.2% | -62.0% |
| 6M | -67.6% | -35.1% | -32.4% | -67.4% |
| YTD | +38.6% | -56.8% | +95.4% | +61.4% |
| 1Y | +90.1% | -58.4% | +148.5% | +126.0% |
| 3Y | +416.0% | -26.7% | +442.7% | +375.9% |
| 5Y | +740.3% | +88.0% | +652.3% | +433.1% |
| All | +740.3% | +82.5% | +657.8% | +433.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling