+138.6%
AAOI vs CART
+49.3%
+89.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -5.4% |
| 7D | -0.5% | +1.3% | -1.8% | -0.1% |
| 30D | -42.1% | +19.2% | -61.3% | -38.6% |
| 3M | -61.6% | +17.6% | -79.2% | -59.3% |
| 6M | -77.6% | +47.4% | -125.0% | -74.2% |
| YTD | +43.1% | +30.9% | +12.2% | +65.6% |
| 1Y | +138.6% | +46.0% | +92.6% | +186.3% |
| All | +138.6% | +49.3% | +89.3% | +186.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling