+102.8%
AAOI vs GS
+452.1%
-349.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.9% |
| 7D | -0.5% | +5.9% | -6.3% | -4.9% |
| 30D | -42.1% | +4.3% | -46.4% | -43.3% |
| 3M | -61.6% | -11.7% | -50.0% | -56.8% |
| 6M | -77.6% | -3.2% | -74.5% | -76.0% |
| YTD | +43.1% | +5.8% | +37.3% | +41.6% |
| 1Y | +138.6% | +16.0% | +122.6% | +121.4% |
| 3Y | +353.5% | +199.8% | +153.8% | +146.4% |
| 5Y | +720.6% | +155.5% | +565.0% | +377.4% |
| All | +102.8% | +452.1% | -349.3% | -22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling