+100.9%
AAOI vs CF
+35.9%
+65.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.4% | -3.0% | -8.0% |
| 7D | -27.9% | -6.9% | -21.0% | -28.6% |
| 30D | -51.2% | -3.7% | -47.5% | -51.4% |
| 3M | -55.0% | -5.0% | -50.0% | -55.2% |
| 6M | -65.7% | -10.5% | -55.3% | -66.4% |
| YTD | +70.0% | +46.5% | +23.5% | +57.4% |
| 1Y | +100.9% | +34.8% | +66.1% | +92.3% |
| All | +100.9% | +35.9% | +65.0% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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