+100.9%
AAOI vs CLS
-28.7%
+129.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -9.1% | +1.7% | +0.5% |
| 7D | -27.9% | -21.1% | -6.8% | -11.0% |
| 30D | -51.2% | -38.2% | -13.0% | -25.3% |
| 3M | -55.0% | -36.3% | -18.7% | -34.1% |
| 6M | -65.7% | -43.8% | -21.9% | -43.6% |
| YTD | +70.0% | -20.0% | +90.0% | +106.6% |
| 1Y | +100.9% | -29.6% | +130.5% | +167.1% |
| All | +100.9% | -28.7% | +129.6% | +167.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling