+416.0%
AAOI vs CMS
+118.9%
+297.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.0% |
| 7D | -0.2% | -1.9% | +1.8% | -0.1% |
| 30D | -23.7% | -4.1% | -19.6% | -23.6% |
| 3M | -39.0% | -7.1% | -31.9% | -39.0% |
| 6M | -17.0% | -10.1% | -7.0% | -16.8% |
| YTD | +202.2% | -1.7% | +204.0% | +201.7% |
| 1Y | +292.4% | -3.4% | +295.8% | +292.1% |
| 3Y | +804.4% | +31.6% | +772.8% | +777.0% |
| 5Y | +1,318.0% | +23.3% | +1,294.7% | +1,280.6% |
| All | +416.0% | +118.9% | +297.1% | +387.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling