+100.9%
AAOI vs CB
+34.9%
+66.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.1% | -9.4% | -2.7% |
| 7D | -27.9% | +5.3% | -33.2% | -18.6% |
| 30D | -51.2% | +13.2% | -64.5% | -34.4% |
| 3M | -55.0% | +7.8% | -62.7% | -44.7% |
| 6M | -65.7% | +15.8% | -81.5% | -48.0% |
| YTD | +70.0% | +21.0% | +49.0% | +211.7% |
| 1Y | +100.9% | +32.2% | +68.7% | +361.4% |
| All | +100.9% | +34.9% | +66.1% | +361.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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