+100.9%
AAOI vs FTV
+37.8%
+63.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.3% | -9.6% | -6.6% |
| 7D | -27.9% | +6.6% | -34.5% | -26.4% |
| 30D | -51.2% | +19.1% | -70.3% | -48.7% |
| 3M | -55.0% | +13.1% | -68.0% | -53.7% |
| 6M | -65.7% | +14.0% | -79.7% | -64.0% |
| YTD | +70.0% | +24.2% | +45.8% | +93.3% |
| 1Y | +100.9% | +36.4% | +64.6% | +132.2% |
| All | +100.9% | +37.8% | +63.1% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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