+100.9%
AAOI vs CASY
+32.1%
+68.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.4% | -8.8% | -7.4% |
| 7D | -27.9% | +0.8% | -28.7% | -27.9% |
| 30D | -51.2% | +9.4% | -60.7% | -51.9% |
| 3M | -55.0% | -20.6% | -34.4% | -53.0% |
| 6M | -65.7% | -20.7% | -45.0% | -63.1% |
| YTD | +70.0% | +22.5% | +47.5% | +88.4% |
| 1Y | +100.9% | +29.5% | +71.4% | +122.0% |
| All | +100.9% | +32.1% | +68.8% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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