+804.4%
AAOI vs GFS
-19.7%
+824.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.1% | +0.1% |
| 7D | -0.2% | +3.8% | -4.0% | -3.5% |
| 30D | -23.7% | -11.7% | -12.0% | -14.0% |
| 3M | -39.0% | -41.8% | +2.7% | -1.4% |
| 6M | -17.0% | +6.6% | -23.7% | -18.1% |
| YTD | +202.2% | +34.6% | +167.6% | +144.2% |
| 1Y | +292.4% | +46.2% | +246.2% | +201.0% |
| 3Y | +804.4% | -20.3% | +824.7% | +896.3% |
| All | +804.4% | -19.7% | +824.1% | +896.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling