+405.8%
AAOI vs GD
+195.0%
+210.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.5% |
| 7D | +2.9% | -3.2% | +6.1% | +4.4% |
| 30D | -23.1% | -9.6% | -13.5% | -19.4% |
| 3M | -41.0% | +4.3% | -45.3% | -42.9% |
| 6M | -14.3% | +0.5% | -14.8% | -16.3% |
| YTD | +196.3% | +6.6% | +189.7% | +180.0% |
| 1Y | +272.6% | +11.6% | +261.0% | +246.8% |
| 3Y | +775.3% | +72.6% | +702.8% | +558.9% |
| 5Y | +1,290.2% | +95.2% | +1,195.0% | +877.8% |
| All | +405.8% | +195.0% | +210.8% | +188.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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