+352.5%
AAOI vs GFS
+37.2%
+315.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.5% | +3.6% | +3.7% |
| 7D | -0.7% | +1.0% | -1.7% | -1.6% |
| 30D | -17.9% | -8.6% | -9.3% | -9.5% |
| 3M | -48.0% | -46.5% | -1.4% | -6.7% |
| 6M | +5.8% | -4.8% | +10.7% | +14.5% |
| YTD | +202.7% | +29.7% | +173.1% | +140.5% |
| 1Y | +352.5% | +35.8% | +316.7% | +281.7% |
| All | +352.5% | +37.2% | +315.3% | +281.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling