+1,275.5%
AAOI vs GFS
0.0%
+1,275.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.1% | +0.5% |
| 7D | -0.2% | +3.8% | -4.0% | -2.8% |
| 30D | -23.7% | -11.7% | -12.0% | -15.9% |
| 3M | -39.0% | -41.8% | +2.7% | -9.4% |
| 6M | -17.0% | +6.6% | -23.7% | -16.2% |
| YTD | +202.2% | +34.6% | +167.6% | +162.6% |
| 1Y | +292.4% | +46.2% | +246.2% | +228.1% |
| 3Y | +804.4% | -20.3% | +824.7% | +928.7% |
| All | +1,275.5% | 0.0% | +1,275.4% | +1,348.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling