+937.0%
AAOI vs CG
+231.5%
+705.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -1.9% | -2.7% |
| 7D | +2.9% | -9.8% | +12.7% | +10.0% |
| 30D | -23.1% | -10.3% | -12.8% | -18.6% |
| 3M | -41.0% | -1.7% | -39.4% | -41.1% |
| 6M | -14.3% | -9.8% | -4.5% | -10.9% |
| YTD | +196.3% | -25.6% | +221.9% | +239.8% |
| 1Y | +272.6% | -32.5% | +305.1% | +362.9% |
| 3Y | +775.3% | +45.6% | +729.7% | +632.1% |
| 5Y | +1,290.2% | +3.7% | +1,286.5% | +1,249.0% |
| 10Y | +426.2% | +321.1% | +105.1% | +141.0% |
| All | +937.0% | +231.5% | +705.6% | +522.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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