+507.4%
AAOI vs CFG
+386.5%
+120.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.4% | -2.8% |
| 7D | +4.7% | -0.6% | +5.2% | +4.9% |
| 30D | -18.7% | -4.5% | -14.2% | -16.6% |
| 3M | -33.7% | +6.3% | -40.1% | -36.2% |
| 6M | -2.4% | +20.6% | -23.0% | -12.6% |
| YTD | +209.6% | +21.2% | +188.4% | +171.6% |
| 1Y | +355.0% | +38.2% | +316.8% | +273.9% |
| 3Y | +814.7% | +185.9% | +628.7% | +458.0% |
| 5Y | +1,298.1% | +97.0% | +1,201.1% | +854.8% |
| 10Y | +449.8% | +306.8% | +143.0% | +118.7% |
| All | +507.4% | +386.5% | +120.9% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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