+416.0%
AAOI vs CASY
+453.5%
-37.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.9% | +2.6% |
| 7D | -0.2% | -18.6% | +18.4% | +6.4% |
| 30D | -23.7% | -26.6% | +2.9% | -16.0% |
| 3M | -39.0% | -32.8% | -6.2% | -31.2% |
| 6M | -17.0% | -10.0% | -7.0% | -15.9% |
| YTD | +202.2% | +11.6% | +190.6% | +184.5% |
| 1Y | +292.4% | +11.5% | +280.9% | +267.3% |
| 3Y | +804.4% | +160.7% | +643.7% | +506.3% |
| 5Y | +1,318.0% | +232.4% | +1,085.6% | +748.6% |
| All | +416.0% | +453.5% | -37.5% | +158.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling