+1,020.0%
AAOI vs FIX
+10,531.9%
-9,511.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.3% | +4.2% |
| 7D | +7.9% | +6.1% | +1.8% | +4.1% |
| 30D | -17.8% | -2.7% | -15.1% | -15.6% |
| 3M | -43.3% | -10.9% | -32.3% | -37.0% |
| 6M | +16.7% | +29.0% | -12.3% | +7.3% |
| YTD | +220.0% | +76.9% | +143.1% | +149.6% |
| 1Y | +372.1% | +130.7% | +241.3% | +225.3% |
| 3Y | +845.3% | +790.7% | +54.7% | +272.3% |
| 5Y | +1,333.8% | +2,185.6% | -851.8% | +287.4% |
| 10Y | +457.2% | +5,993.3% | -5,536.1% | -3.2% |
| All | +1,020.0% | +10,531.9% | -9,511.9% | +52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling