+385.1%
AAOI vs FICO
+1,227.8%
-842.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.0% | -8.2% | -7.6% |
| 7D | -24.5% | +0.9% | -25.3% | -24.7% |
| 30D | -55.9% | +9.4% | -65.4% | -58.2% |
| 3M | -63.6% | -30.4% | -33.2% | -61.2% |
| 6M | -67.6% | -35.1% | -32.4% | -66.6% |
| YTD | +38.6% | -56.8% | +95.4% | +63.4% |
| 1Y | +90.1% | -58.4% | +148.5% | +128.4% |
| 3Y | +416.0% | -26.7% | +442.7% | +365.4% |
| 5Y | +740.3% | +88.0% | +652.3% | +347.3% |
| 10Y | +104.9% | +545.7% | -440.8% | -48.3% |
| All | +385.1% | +1,227.8% | -842.6% | -14.4% |
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