+937.0%
AAOI vs CHRW
+236.1%
+700.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -4.8% |
| 7D | +2.9% | +4.4% | -1.5% | +1.2% |
| 30D | -23.1% | +5.5% | -28.6% | -24.8% |
| 3M | -41.0% | -17.3% | -23.8% | -37.3% |
| 6M | -14.3% | -12.7% | -1.6% | -11.9% |
| YTD | +196.3% | -4.1% | +200.4% | +190.4% |
| 1Y | +272.6% | +21.2% | +251.4% | +229.1% |
| 3Y | +775.3% | +88.9% | +686.4% | +532.7% |
| 5Y | +1,290.2% | +93.1% | +1,197.1% | +868.2% |
| 10Y | +426.2% | +178.1% | +248.1% | +194.8% |
| All | +937.0% | +236.1% | +700.9% | +429.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling