+1,314.2%
AAOI vs COST
+104.4%
+1,209.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | -0.2% | -1.2% | +1.0% | +0.5% |
| 30D | -23.7% | -4.7% | -19.0% | -22.1% |
| 3M | -39.0% | -7.1% | -31.9% | -37.7% |
| 6M | -17.0% | -8.5% | -8.5% | -15.3% |
| YTD | +202.2% | +5.4% | +196.9% | +175.6% |
| 1Y | +292.4% | -5.6% | +298.0% | +287.9% |
| 3Y | +804.4% | +68.5% | +735.9% | +524.5% |
| All | +1,314.2% | +104.4% | +1,209.8% | +706.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 5y: compounded portfolio wealth divided by compounded COST 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…
5y analysis · Full analysis span regression · 6 months rolling