+1,057.2%
AAOI vs CART
+14.3%
+1,042.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -6.0% | +11.7% | +6.7% |
| 7D | +7.9% | -4.1% | +12.0% | +8.5% |
| 30D | -17.8% | -4.3% | -13.4% | -17.5% |
| 3M | -43.3% | +13.1% | -56.4% | -45.3% |
| 6M | +16.7% | +26.0% | -9.3% | +9.2% |
| YTD | +220.0% | +6.7% | +213.3% | +212.2% |
| 1Y | +372.1% | +6.3% | +365.8% | +356.6% |
| All | +1,057.2% | +14.3% | +1,042.9% | +698.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling