+937.0%
AAOI vs CLS
+2,803.8%
-1,866.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.5% | -1.8% | -2.7% |
| 7D | +2.9% | +5.0% | -2.1% | -0.2% |
| 30D | -23.1% | +4.8% | -27.9% | -26.0% |
| 3M | -41.0% | -10.4% | -30.6% | -36.9% |
| 6M | -14.3% | +20.8% | -35.1% | -22.5% |
| YTD | +196.3% | +10.0% | +186.3% | +184.4% |
| 1Y | +272.6% | +28.5% | +244.1% | +226.2% |
| 3Y | +775.3% | +1,292.2% | -516.9% | +124.8% |
| 5Y | +1,290.2% | +3,616.8% | -2,326.6% | +122.4% |
| 10Y | +426.2% | +2,959.5% | -2,533.3% | -19.0% |
| All | +937.0% | +2,803.8% | -1,866.7% | +43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling