+102.8%
AAOI vs GD
+165.7%
-62.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.7% |
| 7D | -0.5% | +2.7% | -3.1% | -1.7% |
| 30D | -42.1% | +8.6% | -50.7% | -44.4% |
| 3M | -61.6% | -7.1% | -54.6% | -60.4% |
| 6M | -77.6% | +7.5% | -85.1% | -78.9% |
| YTD | +43.1% | +9.9% | +33.2% | +33.0% |
| 1Y | +138.6% | +7.6% | +131.0% | +125.1% |
| 3Y | +353.5% | +56.2% | +297.3% | +260.1% |
| 5Y | +720.6% | +100.6% | +619.9% | +472.4% |
| All | +102.8% | +165.7% | -62.9% | +41.8% |
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