+1,019.6%
AAOI vs CART
+11.0%
+1,008.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.4% | -2.8% |
| 7D | +4.7% | -9.5% | +14.1% | +6.3% |
| 30D | -18.7% | -7.8% | -11.0% | -17.9% |
| 3M | -33.7% | +10.4% | -44.2% | -35.9% |
| 6M | -2.4% | +20.1% | -22.5% | -7.8% |
| YTD | +209.6% | +3.7% | +205.9% | +203.6% |
| 1Y | +355.0% | +2.6% | +352.4% | +343.4% |
| All | +1,019.6% | +11.0% | +1,008.6% | +676.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling