+430.6%
AAOI vs FN
+2,064.1%
-1,633.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.3% | -2.5% |
| 7D | +12.7% | +20.8% | -8.1% | -1.6% |
| 30D | -46.0% | -17.3% | -28.7% | -37.3% |
| 3M | -61.7% | -38.1% | -23.6% | -45.3% |
| 6M | -71.9% | -44.2% | -27.7% | -55.9% |
| YTD | +51.6% | -22.3% | +73.9% | +100.7% |
| 1Y | +120.8% | -20.9% | +141.7% | +194.5% |
| 3Y | +464.3% | +111.1% | +353.3% | +344.9% |
| 5Y | +769.2% | +191.8% | +577.4% | +453.6% |
| 10Y | +111.7% | +767.4% | -655.8% | -23.8% |
| All | +430.6% | +2,064.1% | -1,633.5% | +41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling