+826.4%
AAOI vs CF
+75.7%
+750.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.8% | -6.1% | -3.8% |
| 7D | +4.7% | -0.8% | +5.5% | +4.8% |
| 30D | -18.7% | +14.3% | -33.0% | -21.0% |
| 3M | -33.7% | +27.9% | -61.6% | -38.3% |
| 6M | -2.4% | +25.5% | -28.0% | -11.8% |
| YTD | +209.6% | +81.2% | +128.4% | +140.0% |
| 1Y | +355.0% | +66.5% | +288.5% | +262.5% |
| All | +826.4% | +75.7% | +750.7% | +533.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling