+100.9%
AAOI vs GS
+21.8%
+79.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.6% | -10.9% | -11.2% |
| 7D | -27.9% | +0.3% | -28.2% | -28.1% |
| 30D | -51.2% | +3.9% | -55.1% | -52.8% |
| 3M | -55.0% | -11.4% | -43.5% | -48.6% |
| 6M | -65.7% | +3.7% | -69.4% | -62.4% |
| YTD | +70.0% | +7.1% | +62.9% | +59.3% |
| 1Y | +100.9% | +19.7% | +81.3% | +66.7% |
| All | +100.9% | +21.8% | +79.1% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 1y: compounded portfolio wealth divided by compounded GS 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…
1y analysis · Full analysis span regression · 6 months rolling