+824.8%
AAOI vs GD
+102.9%
+721.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.6% | -0.1% | +15.7% | +15.6% |
| 7D | -5.8% | +0.6% | -6.4% | -5.8% |
| 30D | -44.5% | +9.5% | -54.0% | -46.9% |
| 3M | -58.4% | -5.8% | -52.6% | -57.2% |
| 6M | -69.8% | +7.7% | -77.5% | -71.5% |
| YTD | +60.2% | +11.1% | +49.2% | +46.9% |
| 1Y | +135.2% | +6.1% | +129.1% | +123.2% |
| 3Y | +496.5% | +59.8% | +436.7% | +369.8% |
| 5Y | +824.8% | +104.6% | +720.2% | +619.1% |
| All | +824.8% | +102.9% | +721.9% | +619.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling