+937.0%
AAOI vs CDNS
+1,995.2%
-1,058.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.4% |
| 7D | +2.9% | -6.5% | +9.4% | +8.2% |
| 30D | -23.1% | -13.0% | -10.1% | -14.3% |
| 3M | -41.0% | -26.0% | -15.0% | -24.5% |
| 6M | -14.3% | -2.8% | -11.4% | -11.1% |
| YTD | +196.3% | -8.8% | +205.1% | +221.1% |
| 1Y | +272.6% | -15.8% | +288.4% | +336.1% |
| 3Y | +775.3% | +19.7% | +755.6% | +731.6% |
| 5Y | +1,290.2% | +70.8% | +1,219.4% | +929.9% |
| 10Y | +426.2% | +1,038.0% | -611.8% | 0.0% |
| All | +937.0% | +1,995.2% | -1,058.2% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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