+957.8%
AAOI vs CMG
+334.8%
+623.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -0.2% | -2.1% | +1.9% | +0.6% |
| 30D | -23.7% | +10.9% | -34.6% | -26.9% |
| 3M | -39.0% | +15.8% | -54.9% | -43.5% |
| 6M | -17.0% | +6.9% | -24.0% | -21.8% |
| YTD | +202.2% | -2.2% | +204.4% | +191.6% |
| 1Y | +292.4% | -7.1% | +299.5% | +282.5% |
| 3Y | +804.4% | -7.1% | +811.5% | +792.8% |
| 5Y | +1,318.0% | -4.8% | +1,322.8% | +1,269.8% |
| 10Y | +436.7% | +324.3% | +112.4% | +225.4% |
| All | +957.8% | +334.8% | +623.0% | +548.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling