+272.6%
AAOI vs CF
+63.1%
+209.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.1% | -4.5% |
| 7D | +2.9% | -2.0% | +4.9% | +2.7% |
| 30D | -23.1% | +15.3% | -38.4% | -22.0% |
| 3M | -41.0% | +24.3% | -65.3% | -40.6% |
| 6M | -14.3% | +23.9% | -38.2% | -14.5% |
| YTD | +196.3% | +77.3% | +119.0% | +194.0% |
| 1Y | +272.6% | +58.7% | +213.9% | +273.0% |
| All | +272.6% | +63.1% | +209.5% | +273.0% |
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