+272.6%
AAOI vs CART
+4.1%
+268.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -3.9% |
| 7D | +2.9% | -8.7% | +11.6% | +0.1% |
| 30D | -23.1% | -4.4% | -18.8% | -23.7% |
| 3M | -41.0% | +14.6% | -55.7% | -38.1% |
| 6M | -14.3% | +24.4% | -38.7% | -4.5% |
| YTD | +196.3% | +5.0% | +191.3% | +218.2% |
| 1Y | +272.6% | +0.5% | +272.1% | +304.1% |
| All | +272.6% | +4.1% | +268.5% | +304.1% |
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