+804.4%
AAOI vs SFM
+82.1%
+722.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +2.0% |
| 7D | -0.2% | -10.6% | +10.5% | +0.3% |
| 30D | -23.7% | -15.5% | -8.2% | -23.1% |
| 3M | -39.0% | -17.4% | -21.6% | -38.5% |
| 6M | -17.0% | -3.4% | -13.6% | -17.5% |
| YTD | +202.2% | -8.7% | +210.9% | +201.7% |
| 1Y | +292.4% | -47.2% | +339.6% | +356.6% |
| 3Y | +804.4% | +82.7% | +721.7% | +929.5% |
| All | +804.4% | +82.1% | +722.3% | +929.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling