+1,314.2%
AAOI vs CP
+34.9%
+1,279.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.7% |
| 7D | -0.2% | -2.6% | +2.4% | +1.7% |
| 30D | -23.7% | -3.7% | -20.0% | -21.6% |
| 3M | -39.0% | +0.1% | -39.1% | -39.7% |
| 6M | -17.0% | +7.8% | -24.9% | -22.8% |
| YTD | +202.2% | +21.7% | +180.5% | +154.5% |
| 1Y | +292.4% | +18.6% | +273.8% | +238.9% |
| 3Y | +804.4% | +17.5% | +786.8% | +709.0% |
| All | +1,314.2% | +34.9% | +1,279.4% | +1,019.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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