+1,314.2%
AAOI vs GSK
+47.2%
+1,267.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -0.2% | -3.5% | +3.4% | -1.2% |
| 30D | -23.7% | -3.4% | -20.2% | -24.3% |
| 3M | -39.0% | -8.1% | -30.9% | -39.8% |
| 6M | -17.0% | -11.1% | -5.9% | -18.4% |
| YTD | +202.2% | +0.7% | +201.5% | +207.1% |
| 1Y | +292.4% | +20.1% | +272.3% | +315.9% |
| 3Y | +804.4% | +46.1% | +758.3% | +900.7% |
| All | +1,314.2% | +47.2% | +1,267.0% | +1,407.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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