+979.3%
AAOI vs CNH
+59.0%
+920.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.5% | -4.3% |
| 7D | +4.7% | +1.8% | +2.8% | +3.4% |
| 30D | -18.7% | +32.6% | -51.4% | -29.9% |
| 3M | -33.7% | +29.4% | -63.2% | -42.4% |
| 6M | -2.4% | +26.0% | -28.4% | -14.6% |
| YTD | +209.6% | +52.2% | +157.4% | +144.3% |
| 1Y | +355.0% | +23.9% | +331.1% | +296.7% |
| 3Y | +814.7% | +10.1% | +804.5% | +756.8% |
| 5Y | +1,298.1% | +13.2% | +1,284.9% | +1,168.7% |
| 10Y | +449.8% | +160.7% | +289.2% | +240.9% |
| All | +979.3% | +59.0% | +920.3% | +603.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling