+957.8%
AAOI vs SFM
+63.4%
+894.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.9% |
| 7D | -0.2% | -10.6% | +10.5% | +1.6% |
| 30D | -23.7% | -15.5% | -8.2% | -21.8% |
| 3M | -39.0% | -17.4% | -21.6% | -37.5% |
| 6M | -17.0% | -3.4% | -13.6% | -17.8% |
| YTD | +202.2% | -8.7% | +210.9% | +199.6% |
| 1Y | +292.4% | -47.2% | +339.6% | +331.8% |
| 3Y | +804.4% | +82.7% | +721.7% | +672.3% |
| 5Y | +1,318.0% | +214.3% | +1,103.7% | +928.8% |
| 10Y | +436.7% | +271.2% | +165.5% | +248.4% |
| All | +957.8% | +63.4% | +894.5% | +772.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling