+407.8%
AAOI vs GD
+59.8%
+348.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.6% | -0.1% | +15.7% | +15.6% |
| 7D | -5.8% | +0.6% | -6.4% | -5.9% |
| 30D | -44.5% | +9.5% | -54.0% | -47.3% |
| 3M | -58.4% | -5.8% | -52.6% | -56.8% |
| 6M | -69.8% | +7.7% | -77.5% | -72.0% |
| YTD | +60.2% | +11.1% | +49.2% | +41.5% |
| 1Y | +135.2% | +6.1% | +129.1% | +119.0% |
| All | +407.8% | +59.8% | +348.0% | +264.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling