+957.8%
AAOI vs CHD
+269.8%
+688.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | -0.2% | -4.5% | +4.3% | -0.2% |
| 30D | -23.7% | -6.7% | -17.0% | -23.7% |
| 3M | -39.0% | -2.7% | -36.3% | -39.1% |
| 6M | -17.0% | -4.9% | -12.1% | -17.0% |
| YTD | +202.2% | +13.3% | +188.9% | +200.7% |
| 1Y | +292.4% | +1.0% | +291.4% | +292.3% |
| 3Y | +804.4% | +1.3% | +803.0% | +791.3% |
| 5Y | +1,318.0% | +20.8% | +1,297.2% | +1,210.9% |
| 10Y | +436.7% | +126.1% | +310.6% | +288.0% |
| All | +957.8% | +269.8% | +688.1% | +453.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling