+405.8%
AAOI vs GS
+650.9%
-245.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -3.6% |
| 7D | +2.9% | -1.7% | +4.6% | +4.4% |
| 30D | -23.1% | -0.9% | -22.2% | -22.6% |
| 3M | -41.0% | +2.3% | -43.4% | -41.1% |
| 6M | -14.3% | +23.4% | -37.7% | -24.9% |
| YTD | +196.3% | +17.7% | +178.6% | +164.0% |
| 1Y | +272.6% | +35.1% | +237.5% | +202.7% |
| 3Y | +775.3% | +234.9% | +540.4% | +326.8% |
| 5Y | +1,290.2% | +185.3% | +1,104.9% | +625.7% |
| All | +405.8% | +650.9% | -245.1% | +38.1% |
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