+1,314.2%
AAOI vs CLS
+3,833.6%
-2,519.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.6% | -4.6% | -3.0% |
| 7D | -0.2% | +10.9% | -11.1% | -7.9% |
| 30D | -23.7% | +2.1% | -25.8% | -25.7% |
| 3M | -39.0% | -10.2% | -28.8% | -34.4% |
| 6M | -17.0% | +30.4% | -47.4% | -31.9% |
| YTD | +202.2% | +17.2% | +185.0% | +167.8% |
| 1Y | +292.4% | +41.0% | +251.4% | +201.3% |
| 3Y | +804.4% | +1,338.0% | -533.6% | +59.8% |
| All | +1,314.2% | +3,833.6% | -2,519.4% | +58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling