+959.5%
AAOI vs GS
+717.5%
+242.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.1% | +5.1% |
| 7D | -0.7% | +0.9% | -1.6% | -1.5% |
| 30D | -17.9% | -1.6% | -16.3% | -16.9% |
| 3M | -48.0% | -4.5% | -43.5% | -45.0% |
| 6M | +5.8% | +20.9% | -15.0% | -5.9% |
| YTD | +202.7% | +19.9% | +182.8% | +165.5% |
| 1Y | +352.5% | +41.4% | +311.1% | +254.1% |
| 3Y | +657.0% | +239.2% | +417.9% | +257.1% |
| 5Y | +1,267.0% | +185.0% | +1,081.9% | +600.6% |
| 10Y | +502.7% | +655.0% | -152.3% | +45.9% |
| All | +959.5% | +717.5% | +242.0% | +151.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling