+1,314.2%
AAOI vs CHD
+20.9%
+1,293.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.1% |
| 7D | -0.2% | -4.5% | +4.3% | -2.1% |
| 30D | -23.7% | -6.7% | -17.0% | -25.5% |
| 3M | -39.0% | -2.7% | -36.3% | -38.9% |
| 6M | -17.0% | -4.9% | -12.1% | -17.3% |
| YTD | +202.2% | +13.3% | +188.9% | +222.4% |
| 1Y | +292.4% | +1.0% | +291.4% | +302.8% |
| 3Y | +804.4% | +1.3% | +803.0% | +843.6% |
| All | +1,314.2% | +20.9% | +1,293.3% | +1,288.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling