+1,298.1%
AAOI vs GS
+187.0%
+1,111.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.4% |
| 7D | +4.7% | +2.4% | +2.2% | +1.6% |
| 30D | -18.7% | -0.1% | -18.7% | -18.9% |
| 3M | -33.7% | +0.2% | -33.9% | -33.0% |
| 6M | -2.4% | +24.8% | -27.2% | -20.9% |
| YTD | +209.6% | +18.8% | +190.9% | +155.2% |
| 1Y | +355.0% | +37.3% | +317.7% | +222.7% |
| 3Y | +814.7% | +237.9% | +576.8% | +219.6% |
| 5Y | +1,298.1% | +187.0% | +1,111.0% | +390.9% |
| All | +1,298.1% | +187.0% | +1,111.1% | +390.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling