+1,314.2%
AAOI vs CLBK
+43.5%
+1,270.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | -0.2% | -1.5% | +1.3% | +0.7% |
| 30D | -23.7% | -1.0% | -22.7% | -23.3% |
| 3M | -39.0% | +22.9% | -61.9% | -46.6% |
| 6M | -17.0% | +44.2% | -61.3% | -34.4% |
| YTD | +202.2% | +64.0% | +138.3% | +114.7% |
| 1Y | +292.4% | +65.7% | +226.7% | +175.7% |
| 3Y | +804.4% | +54.1% | +750.3% | +578.7% |
| All | +1,314.2% | +43.5% | +1,270.8% | +990.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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