+138.6%
AAOI vs GS
+12.2%
+126.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -6.0% |
| 7D | -0.5% | +5.9% | -6.3% | -6.7% |
| 30D | -42.1% | +4.3% | -46.4% | -43.5% |
| 3M | -61.6% | -11.7% | -50.0% | -55.4% |
| 6M | -77.6% | -3.2% | -74.5% | -74.0% |
| YTD | +43.1% | +5.8% | +37.3% | +36.8% |
| 1Y | +138.6% | +16.0% | +122.6% | +91.7% |
| All | +138.6% | +12.2% | +126.4% | +91.7% |
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