+352.5%
AAOI vs FN
+17.1%
+335.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.1% | +2.0% | +1.7% |
| 7D | -0.7% | -1.7% | +1.0% | +1.3% |
| 30D | -17.9% | -22.0% | +4.1% | +5.5% |
| 3M | -48.0% | -43.0% | -5.0% | -3.0% |
| 6M | +5.8% | -27.7% | +33.6% | +53.2% |
| YTD | +202.7% | -10.5% | +213.2% | +236.1% |
| 1Y | +352.5% | +12.5% | +340.0% | +265.0% |
| All | +352.5% | +17.1% | +335.5% | +265.0% |
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