+1,020.0%
AAOI vs FIVE
+466.9%
+553.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +5.4% |
| 7D | +7.9% | +3.7% | +4.2% | +6.6% |
| 30D | -17.8% | +4.0% | -21.7% | -19.4% |
| 3M | -43.3% | +36.2% | -79.5% | -49.7% |
| 6M | +16.7% | +18.0% | -1.3% | +6.9% |
| YTD | +220.0% | +34.9% | +185.1% | +179.4% |
| 1Y | +372.1% | +67.9% | +304.2% | +284.1% |
| 3Y | +845.3% | +57.3% | +788.0% | +636.6% |
| 5Y | +1,333.8% | +39.5% | +1,294.3% | +1,036.9% |
| 10Y | +457.2% | +496.4% | -39.2% | +196.7% |
| All | +1,020.0% | +466.9% | +553.1% | +509.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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