+983.6%
AAOI vs CASY
+859.4%
+124.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -14.2% | +11.0% | +1.0% |
| 7D | +4.7% | -16.5% | +21.2% | +10.0% |
| 30D | -18.7% | -26.4% | +7.6% | -11.5% |
| 3M | -33.7% | -17.3% | -16.4% | -31.0% |
| 6M | -2.4% | -5.2% | +2.8% | -2.5% |
| YTD | +209.6% | +14.1% | +195.5% | +192.2% |
| 1Y | +355.0% | +16.6% | +338.4% | +323.9% |
| 3Y | +814.7% | +163.7% | +651.0% | +547.2% |
| 5Y | +1,298.1% | +231.3% | +1,066.8% | +806.3% |
| 10Y | +449.8% | +462.9% | -13.1% | +208.6% |
| All | +983.6% | +859.4% | +124.2% | +396.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling