+416.0%
AAOI vs CNH
+158.6%
+257.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.7% |
| 7D | -0.2% | -5.7% | +5.5% | +2.5% |
| 30D | -23.7% | +26.6% | -50.3% | -33.1% |
| 3M | -39.0% | +31.1% | -70.1% | -47.6% |
| 6M | -17.0% | +24.9% | -41.9% | -27.7% |
| YTD | +202.2% | +48.7% | +153.5% | +137.5% |
| 1Y | +292.4% | +22.2% | +270.2% | +241.6% |
| 3Y | +804.4% | +7.4% | +796.9% | +751.0% |
| 5Y | +1,318.0% | +10.8% | +1,307.2% | +1,187.2% |
| All | +416.0% | +158.6% | +257.4% | +243.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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