-39.0%
AAOI vs GH
+18.9%
-57.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.6% |
| 7D | -0.2% | -2.5% | +2.3% | +1.2% |
| 30D | -23.7% | -4.7% | -19.0% | -21.1% |
| 3M | -39.0% | +20.2% | -59.2% | -40.1% |
| All | -39.0% | +18.9% | -57.9% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 3mo: compounded portfolio wealth divided by compounded GH 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…
3mo analysis · Full analysis span regression · Available span rolling