+329.3%
AAOI vs GH
+467.1%
-137.8%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.3% |
| 7D | -0.2% | -2.5% | +2.3% | +0.6% |
| 30D | -23.7% | -4.7% | -19.0% | -22.5% |
| 3M | -39.0% | +20.2% | -59.2% | -42.3% |
| 6M | -17.0% | +78.8% | -95.8% | -31.0% |
| YTD | +202.2% | +54.1% | +148.2% | +160.9% |
| 1Y | +292.4% | +177.1% | +115.3% | +178.2% |
| 3Y | +804.4% | +371.6% | +432.8% | +422.0% |
| 5Y | +1,318.0% | +21.9% | +1,296.1% | +923.1% |
| All | +329.3% | +467.1% | -137.8% | +115.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling