+100.9%
AAOI vs FN
-25.7%
+126.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -6.0% | -1.4% | -0.9% |
| 7D | -27.9% | -7.0% | -20.9% | -22.9% |
| 30D | -51.2% | -24.7% | -26.5% | -33.7% |
| 3M | -55.0% | -35.7% | -19.3% | -28.9% |
| 6M | -65.7% | -52.4% | -13.3% | -24.7% |
| YTD | +70.0% | -25.0% | +95.0% | +129.6% |
| 1Y | +100.9% | -25.7% | +126.6% | +180.5% |
| All | +100.9% | -25.7% | +126.6% | +180.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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