+937.0%
AAOI vs FTI
+99.5%
+837.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -3.2% |
| 7D | +2.9% | -5.6% | +8.5% | +5.2% |
| 30D | -23.1% | +0.4% | -23.5% | -23.0% |
| 3M | -41.0% | +8.1% | -49.1% | -42.8% |
| 6M | -14.3% | +16.7% | -31.0% | -18.2% |
| YTD | +196.3% | +70.0% | +126.3% | +147.0% |
| 1Y | +272.6% | +85.4% | +187.2% | +199.4% |
| 3Y | +775.3% | +265.9% | +509.4% | +462.3% |
| 5Y | +1,290.2% | +1,072.7% | +217.4% | +466.2% |
| 10Y | +426.2% | +298.9% | +127.3% | +154.3% |
| All | +937.0% | +99.5% | +837.5% | +521.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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