+937.0%
AAOI vs GAP
-20.9%
+958.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.2% | -3.6% |
| 7D | +2.9% | -6.3% | +9.2% | +5.0% |
| 30D | -23.1% | -0.2% | -22.9% | -23.8% |
| 3M | -41.0% | 0.0% | -41.0% | -42.0% |
| 6M | -14.3% | -8.1% | -6.2% | -14.1% |
| YTD | +196.3% | -16.5% | +212.8% | +202.3% |
| 1Y | +272.6% | -10.5% | +283.1% | +272.6% |
| 3Y | +775.3% | +104.0% | +671.4% | +584.2% |
| 5Y | +1,290.2% | +6.8% | +1,283.4% | +1,096.6% |
| 10Y | +426.2% | +26.9% | +399.3% | +266.5% |
| All | +937.0% | -20.9% | +958.0% | +690.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling