+1,290.2%
AAOI vs CMS
+22.8%
+1,267.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.4% |
| 7D | +2.9% | -1.3% | +4.2% | +2.8% |
| 30D | -23.1% | -2.8% | -20.3% | -23.3% |
| 3M | -41.0% | -7.1% | -33.9% | -41.5% |
| 6M | -14.3% | -10.0% | -4.2% | -14.7% |
| YTD | +196.3% | -0.9% | +197.2% | +195.7% |
| 1Y | +272.6% | -2.0% | +274.6% | +272.1% |
| 3Y | +775.3% | +33.0% | +742.3% | +775.2% |
| 5Y | +1,290.2% | +24.3% | +1,265.9% | +1,385.3% |
| All | +1,290.2% | +22.8% | +1,267.3% | +1,385.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling