+1,020.0%
AAOI vs CL
+100.5%
+919.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.7% |
| 7D | +7.9% | -1.4% | +9.3% | +7.8% |
| 30D | -17.8% | -5.2% | -12.5% | -17.9% |
| 3M | -43.3% | +3.3% | -46.6% | -43.4% |
| 6M | +16.7% | -4.4% | +21.1% | +16.7% |
| YTD | +220.0% | +13.9% | +206.1% | +218.6% |
| 1Y | +372.1% | +7.6% | +364.4% | +371.5% |
| 3Y | +845.3% | +29.6% | +815.8% | +788.7% |
| 5Y | +1,333.8% | +28.1% | +1,305.7% | +1,220.0% |
| 10Y | +457.2% | +53.4% | +403.8% | +354.3% |
| All | +1,020.0% | +100.5% | +919.5% | +761.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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