-17.0%
AAOI vs GAP
-4.5%
-12.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +2.2% |
| 7D | -0.2% | -4.1% | +3.9% | -0.5% |
| 30D | -23.7% | +6.2% | -29.9% | -23.2% |
| 3M | -39.0% | -0.7% | -38.3% | -37.2% |
| 6M | -17.0% | -7.1% | -9.9% | -14.8% |
| All | -17.0% | -4.5% | -12.5% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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