+937.0%
AAOI vs FLUT
+22.8%
+914.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.2% |
| 7D | +2.9% | -3.6% | +6.5% | +3.6% |
| 30D | -23.1% | -0.3% | -22.8% | -23.3% |
| 3M | -41.0% | -12.6% | -28.4% | -40.2% |
| 6M | -14.3% | -8.0% | -6.3% | -14.4% |
| YTD | +196.3% | -54.1% | +250.4% | +244.9% |
| 1Y | +272.6% | -66.1% | +338.7% | +369.3% |
| 3Y | +775.3% | -45.0% | +820.4% | +906.4% |
| 5Y | +1,290.2% | -51.2% | +1,341.4% | +1,430.6% |
| 10Y | +426.2% | -11.0% | +437.2% | +492.5% |
| All | +937.0% | +22.8% | +914.2% | +1,171.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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