+292.4%
AAOI vs SFM
-46.0%
+338.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +2.2% |
| 7D | -0.2% | -10.6% | +10.5% | -2.9% |
| 30D | -23.7% | -15.5% | -8.2% | -26.5% |
| 3M | -39.0% | -17.4% | -21.6% | -41.5% |
| 6M | -17.0% | -3.4% | -13.6% | -16.0% |
| YTD | +202.2% | -8.7% | +210.9% | +208.1% |
| 1Y | +292.4% | -47.2% | +339.6% | +165.8% |
| All | +292.4% | -46.0% | +338.4% | +165.8% |
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