-71.9%
AAOI vs CF
+0.2%
-72.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -4.2% |
| 7D | +12.7% | +5.4% | +7.4% | +18.2% |
| 30D | -46.0% | +6.5% | -52.5% | -41.1% |
| 3M | -61.7% | +4.6% | -66.4% | -58.4% |
| 6M | -71.9% | -3.3% | -68.6% | -69.0% |
| All | -71.9% | +0.2% | -72.1% | -69.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling