+380.5%
AAOI vs GS
+201.3%
+179.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -3.2% |
| 7D | +12.7% | +5.1% | +7.6% | +4.7% |
| 30D | -46.0% | +2.4% | -48.4% | -46.6% |
| 3M | -61.7% | -11.5% | -50.2% | -53.3% |
| 6M | -71.9% | -2.5% | -69.4% | -69.4% |
| YTD | +51.6% | +5.5% | +46.1% | +39.0% |
| 1Y | +120.8% | +11.0% | +109.7% | +89.0% |
| All | +380.5% | +201.3% | +179.1% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling