+417.5%
AAOI vs CART
+40.2%
+377.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -5.7% |
| 7D | -0.5% | +1.3% | -1.8% | -0.7% |
| 30D | -42.1% | +19.2% | -61.3% | -43.8% |
| 3M | -61.6% | +17.6% | -79.2% | -62.9% |
| 6M | -77.6% | +47.4% | -125.0% | -79.4% |
| YTD | +43.1% | +30.9% | +12.2% | +34.8% |
| 1Y | +138.6% | +46.0% | +92.6% | +115.0% |
| 3Y | +353.5% | +130.3% | +223.2% | +230.9% |
| All | +417.5% | +40.2% | +377.4% | +244.5% |
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