+292.4%
AAOI vs FIX
+121.9%
+170.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.3% | -4.3% | -5.6% |
| 7D | -0.2% | +5.0% | -5.2% | -6.0% |
| 30D | -23.7% | -2.7% | -21.0% | -20.4% |
| 3M | -39.0% | -8.2% | -30.8% | -29.6% |
| 6M | -17.0% | +20.3% | -37.3% | -28.0% |
| YTD | +202.2% | +81.4% | +120.8% | +70.7% |
| 1Y | +292.4% | +121.5% | +170.9% | +90.8% |
| All | +292.4% | +121.9% | +170.5% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling