+804.4%
AAOI vs COR
+84.9%
+719.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.1% |
| 7D | -0.2% | -2.8% | +2.7% | -1.3% |
| 30D | -23.7% | +2.6% | -26.3% | -22.8% |
| 3M | -39.0% | +14.5% | -53.5% | -35.6% |
| 6M | -17.0% | -7.8% | -9.2% | -15.0% |
| YTD | +202.2% | -4.2% | +206.5% | +218.1% |
| 1Y | +292.4% | +7.0% | +285.4% | +352.5% |
| 3Y | +804.4% | +85.5% | +718.9% | +1,416.7% |
| All | +804.4% | +84.9% | +719.5% | +1,416.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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