+1,409.5%
AAOI vs FRSH
-72.5%
+1,482.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -0.2% | -6.6% | +6.4% | +2.3% |
| 30D | -23.7% | +2.1% | -25.8% | -25.5% |
| 3M | -39.0% | +29.0% | -68.0% | -47.0% |
| 6M | -17.0% | +48.6% | -65.7% | -33.1% |
| YTD | +202.2% | -2.9% | +205.2% | +186.1% |
| 1Y | +292.4% | -7.9% | +300.3% | +280.6% |
| 3Y | +804.4% | -46.5% | +850.9% | +998.4% |
| All | +1,409.5% | -72.5% | +1,482.0% | +1,603.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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