+48.8%
AAOI vs CARR
-5.4%
+54.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | -4.4% | -16.5% | -16.9% |
| 7D | -40.8% | -4.2% | -36.6% | -37.8% |
| 30D | -64.0% | -4.7% | -59.2% | -62.1% |
| 3M | -63.5% | -18.3% | -45.2% | -56.1% |
| 6M | -74.0% | -16.4% | -57.6% | -69.5% |
| YTD | +34.5% | +2.3% | +32.2% | +41.1% |
| 1Y | +48.8% | -4.9% | +53.7% | +68.0% |
| All | +48.8% | -5.4% | +54.2% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling