+352.5%
AAOI vs CMG
-11.4%
+363.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.8% | +4.8% |
| 7D | -0.7% | -2.8% | +2.2% | -1.2% |
| 30D | -17.9% | +7.1% | -25.0% | -17.0% |
| 3M | -48.0% | +31.2% | -79.1% | -45.0% |
| 6M | +5.8% | +0.7% | +5.2% | +11.0% |
| YTD | +202.7% | -0.1% | +202.8% | +213.2% |
| 1Y | +352.5% | -10.7% | +363.3% | +367.2% |
| All | +352.5% | -11.4% | +363.9% | +367.2% |
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