+804.4%
AAOI vs GTLB
-10.9%
+815.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.3% |
| 7D | -0.2% | -5.7% | +5.5% | +1.9% |
| 30D | -23.7% | +15.1% | -38.8% | -28.9% |
| 3M | -39.0% | +65.5% | -104.5% | -51.7% |
| 6M | -17.0% | +102.9% | -119.9% | -43.3% |
| YTD | +202.2% | +25.2% | +177.0% | +160.0% |
| 1Y | +292.4% | -5.5% | +297.9% | +300.5% |
| 3Y | +804.4% | -10.9% | +815.3% | +746.9% |
| All | +804.4% | -10.9% | +815.3% | +746.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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