+804.4%
AAOI vs CARR
+1.4%
+803.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +0.2% |
| 7D | -0.2% | -3.8% | +3.6% | +4.8% |
| 30D | -23.7% | -8.9% | -14.8% | -14.3% |
| 3M | -39.0% | -17.3% | -21.7% | -21.5% |
| 6M | -17.0% | -1.4% | -15.7% | -19.6% |
| YTD | +202.2% | +10.0% | +192.2% | +145.5% |
| 1Y | +292.4% | -6.4% | +298.8% | +304.8% |
| 3Y | +804.4% | +1.5% | +802.8% | +715.5% |
| All | +804.4% | +1.4% | +803.0% | +715.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling