+804.4%
AAOI vs COF
+116.3%
+688.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.5% |
| 7D | -0.2% | -5.1% | +5.0% | +4.7% |
| 30D | -23.7% | -6.0% | -17.7% | -19.6% |
| 3M | -39.0% | +14.8% | -53.9% | -47.0% |
| 6M | -17.0% | +15.3% | -32.4% | -30.5% |
| YTD | +202.2% | -13.0% | +215.3% | +231.0% |
| 1Y | +292.4% | -5.7% | +298.1% | +289.8% |
| 3Y | +804.4% | +118.1% | +686.2% | +312.2% |
| All | +804.4% | +116.3% | +688.1% | +312.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 3y: compounded portfolio wealth divided by compounded COF 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…
3y analysis · Full analysis span regression · 6 months rolling