+992.9%
AAOI vs CART
+16.0%
+976.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.2% | +1.5% |
| 7D | -0.2% | -4.6% | +4.4% | +0.5% |
| 30D | -23.7% | +0.6% | -24.3% | -24.2% |
| 3M | -39.0% | +16.3% | -55.3% | -41.5% |
| 6M | -17.0% | +32.1% | -49.2% | -23.1% |
| YTD | +202.2% | +8.3% | +193.9% | +194.2% |
| 1Y | +292.4% | +6.1% | +286.3% | +280.3% |
| All | +992.9% | +16.0% | +976.9% | +651.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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