+1,290.2%
AAOI vs CB
+98.7%
+1,191.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.2% |
| 7D | +2.9% | -2.8% | +5.6% | +1.8% |
| 30D | -23.1% | -2.4% | -20.7% | -23.6% |
| 3M | -41.0% | +2.8% | -43.8% | -39.9% |
| 6M | -14.3% | +4.8% | -19.0% | -11.4% |
| YTD | +196.3% | +9.2% | +187.1% | +210.5% |
| 1Y | +272.6% | +22.8% | +249.8% | +297.8% |
| 3Y | +775.3% | +71.1% | +704.2% | +915.6% |
| 5Y | +1,290.2% | +101.0% | +1,189.2% | +1,412.3% |
| All | +1,290.2% | +98.7% | +1,191.5% | +1,412.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling