+1,314.2%
AAOI vs CAH
+393.5%
+920.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.1% |
| 7D | -0.2% | -5.1% | +4.9% | +0.7% |
| 30D | -23.7% | +0.2% | -23.9% | -23.8% |
| 3M | -39.0% | +6.3% | -45.3% | -39.8% |
| 6M | -17.0% | +9.4% | -26.4% | -18.7% |
| YTD | +202.2% | +15.0% | +187.3% | +193.7% |
| 1Y | +292.4% | +55.4% | +237.0% | +255.3% |
| 3Y | +804.4% | +173.8% | +630.6% | +634.6% |
| All | +1,314.2% | +393.5% | +920.7% | +881.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 5y: compounded portfolio wealth divided by compounded CAH 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…
5y analysis · Full analysis span regression · 6 months rolling