+1,314.2%
AAOI vs CHRW
+90.8%
+1,223.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -0.2% | +3.5% | -3.6% | -1.3% |
| 30D | -23.7% | +4.6% | -28.3% | -25.0% |
| 3M | -39.0% | -19.7% | -19.3% | -34.7% |
| 6M | -17.0% | -12.4% | -4.6% | -15.0% |
| YTD | +202.2% | -3.9% | +206.1% | +196.1% |
| 1Y | +292.4% | +18.4% | +274.0% | +252.9% |
| 3Y | +804.4% | +88.8% | +715.5% | +577.4% |
| All | +1,314.2% | +90.8% | +1,223.4% | +889.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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