+292.4%
AAOI vs CMG
-6.5%
+298.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | -0.2% | -2.1% | +1.9% | -0.5% |
| 30D | -23.7% | +10.9% | -34.6% | -22.5% |
| 3M | -39.0% | +15.8% | -54.9% | -37.3% |
| 6M | -17.0% | +6.9% | -24.0% | -13.5% |
| YTD | +202.2% | -2.2% | +204.4% | +210.9% |
| 1Y | +292.4% | -7.1% | +299.5% | +307.1% |
| All | +292.4% | -6.5% | +298.9% | +307.1% |
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