+937.0%
AAOI vs GSK
+78.0%
+859.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -4.1% |
| 7D | +2.9% | -5.4% | +8.3% | +3.8% |
| 30D | -23.1% | -4.6% | -18.5% | -22.7% |
| 3M | -41.0% | -5.1% | -35.9% | -41.0% |
| 6M | -14.3% | -11.4% | -2.8% | -13.1% |
| YTD | +196.3% | +0.7% | +195.6% | +191.4% |
| 1Y | +272.6% | +23.0% | +249.6% | +248.3% |
| 3Y | +775.3% | +48.0% | +727.4% | +636.1% |
| 5Y | +1,290.2% | +48.2% | +1,242.0% | +1,012.7% |
| 10Y | +426.2% | +80.0% | +346.2% | +262.4% |
| All | +937.0% | +78.0% | +859.0% | +629.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling