+100.9%
AAOI vs SFM
-35.8%
+136.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.6% | -11.0% | -6.0% |
| 7D | -27.9% | -12.3% | -15.7% | -29.4% |
| 30D | -51.2% | -16.2% | -35.0% | -52.8% |
| 3M | -55.0% | -36.8% | -18.2% | -60.7% |
| 6M | -65.7% | -32.6% | -33.2% | -68.4% |
| YTD | +70.0% | -31.7% | +101.7% | +64.1% |
| 1Y | +100.9% | -35.0% | +135.9% | +91.8% |
| All | +100.9% | -35.8% | +136.7% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling