-14.3%
AAOI vs CLBK
+43.1%
-57.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -4.3% |
| 7D | +2.9% | -1.4% | +4.3% | +2.8% |
| 30D | -23.1% | +4.5% | -27.6% | -22.5% |
| 3M | -41.0% | +22.8% | -63.8% | -38.2% |
| 6M | -14.3% | +43.4% | -57.7% | -26.3% |
| All | -14.3% | +43.1% | -57.4% | -26.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling