+959.5%
AAOI vs FICO
+1,594.1%
-634.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -16.7% | +21.8% | +11.6% |
| 7D | -0.7% | -19.2% | +18.5% | +6.7% |
| 30D | -17.9% | -14.6% | -3.3% | -14.6% |
| 3M | -48.0% | -20.1% | -27.9% | -47.3% |
| 6M | +5.8% | -36.3% | +42.2% | +13.3% |
| YTD | +202.7% | -44.9% | +247.6% | +242.2% |
| 1Y | +352.5% | -38.6% | +391.2% | +367.6% |
| 3Y | +657.0% | +4.0% | +653.0% | +516.7% |
| 5Y | +1,267.0% | +99.5% | +1,167.4% | +667.8% |
| 10Y | +502.7% | +604.7% | -102.0% | +57.2% |
| All | +959.5% | +1,594.1% | -634.6% | +79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling