+983.6%
AAOI vs CAPR
-71.2%
+1,054.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.6% | +1.4% | -3.0% |
| 7D | +4.7% | -12.6% | +17.3% | +5.3% |
| 30D | -18.7% | +124.4% | -143.1% | -22.3% |
| 3M | -33.7% | -66.8% | +33.0% | -32.4% |
| 6M | -2.4% | -71.8% | +69.4% | +0.2% |
| YTD | +209.6% | -70.1% | +279.7% | +216.8% |
| 1Y | +355.0% | +33.3% | +321.7% | +282.5% |
| 3Y | +814.7% | +36.7% | +778.0% | +615.3% |
| 5Y | +1,298.1% | +72.5% | +1,225.6% | +953.7% |
| 10Y | +449.8% | -77.3% | +527.1% | +268.2% |
| All | +983.6% | -71.2% | +1,054.8% | +653.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling