+100.9%
AAOI vs CLX
-6.5%
+107.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +5.7% | -13.1% | -4.2% |
| 7D | -27.9% | +14.2% | -42.1% | -22.3% |
| 30D | -51.2% | +22.7% | -73.9% | -45.2% |
| 3M | -55.0% | -2.8% | -52.2% | -55.1% |
| 6M | -65.7% | +17.7% | -83.4% | -61.7% |
| YTD | +70.0% | +3.3% | +66.7% | +88.9% |
| 1Y | +100.9% | -5.6% | +106.5% | +152.5% |
| All | +100.9% | -6.5% | +107.5% | +152.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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