-17.0%
AAOI vs GFS
-0.2%
-16.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.1% | -0.3% |
| 7D | -0.2% | +3.8% | -4.0% | -4.2% |
| 30D | -23.7% | -11.7% | -12.0% | -11.8% |
| 3M | -39.0% | -41.8% | +2.7% | +5.1% |
| 6M | -17.0% | +6.6% | -23.7% | -33.4% |
| All | -17.0% | -0.2% | -16.9% | -33.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling