+1,298.1%
AAOI vs CF
+247.6%
+1,050.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.8% | -6.1% | -3.9% |
| 7D | +4.7% | -0.8% | +5.5% | +4.8% |
| 30D | -18.7% | +14.3% | -33.0% | -21.3% |
| 3M | -33.7% | +27.9% | -61.6% | -38.5% |
| 6M | -2.4% | +25.5% | -28.0% | -11.2% |
| YTD | +209.6% | +81.2% | +128.4% | +150.0% |
| 1Y | +355.0% | +66.5% | +288.5% | +275.4% |
| 3Y | +814.7% | +76.7% | +738.0% | +620.6% |
| 5Y | +1,298.1% | +237.8% | +1,060.2% | +822.7% |
| All | +1,298.1% | +247.6% | +1,050.4% | +822.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling