+786.6%
AAOI vs FIX
+751.6%
+35.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -2.7% |
| 7D | +2.9% | +0.7% | +2.2% | +2.4% |
| 30D | -23.1% | -5.7% | -17.4% | -17.4% |
| 3M | -41.0% | -7.4% | -33.6% | -33.3% |
| 6M | -14.3% | +15.1% | -29.4% | -20.1% |
| YTD | +196.3% | +70.7% | +125.6% | +92.7% |
| 1Y | +272.6% | +111.9% | +160.7% | +100.2% |
| All | +786.6% | +751.6% | +35.0% | +82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling