+1,333.8%
AAOI vs FICO
+102.0%
+1,231.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.7% |
| 7D | +7.9% | -15.4% | +23.3% | +11.8% |
| 30D | -17.8% | -10.4% | -7.4% | -16.8% |
| 3M | -43.3% | -22.7% | -20.6% | -42.7% |
| 6M | +16.7% | -36.8% | +53.5% | +24.9% |
| YTD | +220.0% | -44.8% | +264.8% | +261.8% |
| 1Y | +372.1% | -39.3% | +411.4% | +386.2% |
| 3Y | +845.3% | +3.7% | +841.6% | +705.9% |
| 5Y | +1,333.8% | +101.7% | +1,232.1% | +941.2% |
| All | +1,333.8% | +102.0% | +1,231.8% | +941.2% |
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