+48.8%
AAOI vs CNC
+107.1%
-58.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | -2.4% | -18.5% | -20.4% |
| 7D | -40.8% | +8.1% | -48.9% | -41.6% |
| 30D | -64.0% | +14.8% | -78.8% | -65.1% |
| 3M | -63.5% | +10.7% | -74.2% | -64.6% |
| 6M | -74.0% | +40.0% | -114.0% | -75.9% |
| YTD | +34.5% | +80.2% | -45.7% | +10.1% |
| 1Y | +48.8% | +101.3% | -52.5% | +9.5% |
| All | +48.8% | +107.1% | -58.3% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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