+224.6%
AAOI vs CLBK
+65.5%
+159.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -47.0% |
| 6M | -17.0% | +44.2% | -61.3% | -35.0% |
| YTD | +202.2% | +64.0% | +138.3% | +112.7% |
| 1Y | +292.4% | +65.7% | +226.7% | +173.1% |
| 3Y | +804.4% | +54.1% | +750.3% | +575.0% |
| 5Y | +1,318.0% | +44.7% | +1,273.3% | +919.6% |
| All | +224.6% | +65.5% | +159.1% | +95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling