+416.0%
AAOI vs FTV
+80.7%
+335.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.8% |
| 7D | -0.2% | -4.0% | +3.8% | +2.7% |
| 30D | -23.7% | -11.0% | -12.7% | -17.2% |
| 3M | -39.0% | -8.4% | -30.6% | -35.7% |
| 6M | -17.0% | -2.6% | -14.5% | -17.7% |
| YTD | +202.2% | -0.6% | +202.9% | +184.4% |
| 1Y | +292.4% | +11.0% | +281.5% | +237.7% |
| 3Y | +804.4% | -6.3% | +810.7% | +843.0% |
| 5Y | +1,318.0% | -1.5% | +1,319.6% | +1,321.4% |
| All | +416.0% | +80.7% | +335.2% | +308.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling