+100.9%
AAOI vs CMG
+12.0%
+89.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +5.8% | -13.2% | -5.3% |
| 7D | -27.9% | +22.5% | -50.4% | -22.7% |
| 30D | -51.2% | +14.1% | -65.3% | -48.7% |
| 3M | -55.0% | +4.1% | -59.1% | -53.8% |
| 6M | -65.7% | +10.1% | -75.8% | -62.8% |
| YTD | +70.0% | -4.9% | +74.9% | +74.1% |
| 1Y | +100.9% | +10.9% | +90.0% | +83.5% |
| All | +100.9% | +12.0% | +89.0% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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