+400.9%
AAOI vs CF
+311.5%
+89.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.6% |
| 7D | -0.5% | +4.8% | -5.3% | -1.9% |
| 30D | -42.1% | +4.7% | -46.8% | -43.4% |
| 3M | -61.6% | +7.4% | -69.1% | -63.0% |
| 6M | -77.6% | +0.6% | -78.2% | -78.3% |
| YTD | +43.1% | +64.1% | -21.0% | +14.4% |
| 1Y | +138.6% | +51.4% | +87.2% | +95.5% |
| 3Y | +353.5% | +67.8% | +285.7% | +252.4% |
| 5Y | +720.6% | +114.1% | +606.4% | +460.2% |
| 10Y | +99.8% | +480.1% | -380.3% | -11.1% |
| All | +400.9% | +311.5% | +89.4% | +143.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling