+1,298.1%
AAOI vs GD
+91.1%
+1,207.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.7% |
| 7D | +4.7% | -3.1% | +7.8% | +6.2% |
| 30D | -18.7% | -10.9% | -7.8% | -14.3% |
| 3M | -33.7% | +2.5% | -36.2% | -35.3% |
| 6M | -2.4% | -1.7% | -0.7% | -3.5% |
| YTD | +209.6% | +6.1% | +203.5% | +191.3% |
| 1Y | +355.0% | +11.7% | +343.3% | +320.9% |
| 3Y | +814.7% | +71.8% | +742.9% | +618.4% |
| 5Y | +1,298.1% | +92.2% | +1,205.9% | +1,101.9% |
| All | +1,298.1% | +91.1% | +1,207.0% | +1,101.9% |
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 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