+957.8%
AAOI vs CAH
+523.2%
+434.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.2% |
| 7D | -0.2% | -5.1% | +4.9% | +1.5% |
| 30D | -23.7% | +0.2% | -23.9% | -23.8% |
| 3M | -39.0% | +6.3% | -45.3% | -40.5% |
| 6M | -17.0% | +9.4% | -26.4% | -20.4% |
| YTD | +202.2% | +15.0% | +187.3% | +185.0% |
| 1Y | +292.4% | +55.4% | +237.0% | +229.8% |
| 3Y | +804.4% | +173.8% | +630.6% | +515.0% |
| 5Y | +1,318.0% | +395.2% | +922.8% | +647.3% |
| 10Y | +436.7% | +293.2% | +143.5% | +186.4% |
| All | +957.8% | +523.2% | +434.6% | +463.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling