+983.6%
AAOI vs CMS
+284.3%
+699.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.2% |
| 7D | +4.7% | +0.2% | +4.5% | +4.6% |
| 30D | -18.7% | -1.3% | -17.4% | -18.6% |
| 3M | -33.7% | -5.4% | -28.4% | -33.7% |
| 6M | -2.4% | -10.3% | +7.9% | -1.9% |
| YTD | +209.6% | -0.2% | +209.8% | +208.8% |
| 1Y | +355.0% | -0.9% | +355.9% | +354.0% |
| 3Y | +814.7% | +34.0% | +780.7% | +779.5% |
| 5Y | +1,298.1% | +23.6% | +1,274.5% | +1,251.6% |
| 10Y | +449.8% | +122.2% | +327.6% | +386.0% |
| All | +983.6% | +284.3% | +699.3% | +726.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling