+959.5%
AAOI vs GD
+443.2%
+516.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +6.9% | +6.1% |
| 7D | -0.7% | -5.3% | +4.6% | +2.2% |
| 30D | -17.9% | -6.4% | -11.5% | -15.0% |
| 3M | -48.0% | +5.7% | -53.7% | -50.4% |
| 6M | +5.8% | -0.9% | +6.8% | +3.9% |
| YTD | +202.7% | +8.2% | +194.6% | +182.0% |
| 1Y | +352.5% | +13.4% | +339.1% | +314.0% |
| 3Y | +657.0% | +68.5% | +588.5% | +452.7% |
| 5Y | +1,267.0% | +97.2% | +1,169.8% | +799.4% |
| 10Y | +502.7% | +190.2% | +312.5% | +182.2% |
| All | +959.5% | +443.2% | +516.3% | +264.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling