+769.2%
AAOI vs FN
+194.5%
+574.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.3% | -1.8% |
| 7D | +12.7% | +20.8% | -8.1% | -4.8% |
| 30D | -46.0% | -17.3% | -28.7% | -35.6% |
| 3M | -61.7% | -38.1% | -23.6% | -41.4% |
| 6M | -71.9% | -44.2% | -27.7% | -52.4% |
| YTD | +51.6% | -22.3% | +73.9% | +105.6% |
| 1Y | +120.8% | -20.9% | +141.7% | +201.4% |
| 3Y | +464.3% | +111.1% | +353.3% | +311.2% |
| 5Y | +769.2% | +191.8% | +577.4% | +382.1% |
| All | +769.2% | +194.5% | +574.7% | +382.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling