-14.3%
AAOI vs FTV
-3.3%
-11.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -4.6% |
| 7D | +2.9% | -5.2% | +8.1% | +2.1% |
| 30D | -23.1% | -11.5% | -11.6% | -24.7% |
| 3M | -41.0% | -9.0% | -32.0% | -39.7% |
| 6M | -14.3% | -2.0% | -12.3% | -23.1% |
| All | -14.3% | -3.3% | -11.0% | -23.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling