+826.4%
AAOI vs GS
+235.1%
+591.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.2% |
| 7D | +4.7% | +2.4% | +2.2% | +0.7% |
| 30D | -18.7% | -0.1% | -18.7% | -19.0% |
| 3M | -33.7% | +0.2% | -33.9% | -33.3% |
| 6M | -2.4% | +24.8% | -27.2% | -26.6% |
| YTD | +209.6% | +18.8% | +190.9% | +134.7% |
| 1Y | +355.0% | +37.3% | +317.7% | +177.1% |
| All | +826.4% | +235.1% | +591.4% | +59.0% |
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 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