+416.0%
AAOI vs CAPR
-78.4%
+494.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +2.0% |
| 7D | -0.2% | -11.0% | +10.8% | +0.4% |
| 30D | -23.7% | +99.8% | -123.5% | -26.9% |
| 3M | -39.0% | -66.6% | +27.6% | -37.7% |
| 6M | -17.0% | -75.1% | +58.0% | -14.1% |
| YTD | +202.2% | -71.0% | +273.2% | +210.2% |
| 1Y | +292.4% | +30.0% | +262.4% | +226.1% |
| 3Y | +804.4% | +29.0% | +775.4% | +591.1% |
| 5Y | +1,318.0% | +70.8% | +1,247.2% | +933.7% |
| All | +416.0% | -78.4% | +494.4% | +254.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling