+100.9%
AAOI vs CHD
+30.9%
+70.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.6% | -10.0% | -4.7% |
| 7D | -27.9% | +6.9% | -34.9% | -22.5% |
| 30D | -51.2% | +17.1% | -68.4% | -43.1% |
| 3M | -55.0% | +9.1% | -64.1% | -49.5% |
| 6M | -65.7% | +21.4% | -87.1% | -58.9% |
| YTD | +70.0% | +34.9% | +35.2% | +137.6% |
| 1Y | +100.9% | +31.0% | +69.9% | +180.1% |
| All | +100.9% | +30.9% | +70.0% | +180.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling