+874.4%
AAOI vs FTV
+82.6%
+791.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -2.7% |
| 7D | +2.9% | -5.2% | +8.1% | +6.8% |
| 30D | -23.1% | -11.5% | -11.6% | -16.2% |
| 3M | -41.0% | -9.0% | -32.0% | -37.5% |
| 6M | -14.3% | -2.0% | -12.3% | -15.3% |
| YTD | +196.3% | -0.9% | +197.2% | +179.5% |
| 1Y | +272.6% | +14.8% | +257.8% | +211.5% |
| 3Y | +775.3% | -5.5% | +780.8% | +808.5% |
| 5Y | +1,290.2% | -1.9% | +1,292.0% | +1,297.6% |
| 10Y | +426.2% | +78.2% | +347.9% | +292.9% |
| All | +874.4% | +82.6% | +791.8% | +618.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling