+1,314.2%
AAOI vs CARR
+8.3%
+1,305.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +0.6% |
| 7D | -0.2% | -3.8% | +3.6% | +3.7% |
| 30D | -23.7% | -8.9% | -14.8% | -16.5% |
| 3M | -39.0% | -17.3% | -21.7% | -25.5% |
| 6M | -17.0% | -1.4% | -15.7% | -17.2% |
| YTD | +202.2% | +10.0% | +192.2% | +167.5% |
| 1Y | +292.4% | -6.4% | +298.8% | +311.2% |
| 3Y | +804.4% | +1.5% | +802.8% | +877.8% |
| All | +1,314.2% | +8.3% | +1,305.9% | +1,257.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling