+983.6%
AAOI vs CP
+301.9%
+681.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.1% | -2.5% |
| 7D | +4.7% | +0.6% | +4.1% | +4.2% |
| 30D | -18.7% | -0.5% | -18.2% | -18.5% |
| 3M | -33.7% | +0.1% | -33.8% | -34.3% |
| 6M | -2.4% | +7.8% | -10.2% | -8.1% |
| YTD | +209.6% | +22.9% | +186.8% | +166.5% |
| 1Y | +355.0% | +21.3% | +333.7% | +296.3% |
| 3Y | +814.7% | +20.4% | +794.3% | +729.0% |
| 5Y | +1,298.1% | +34.9% | +1,263.1% | +1,048.4% |
| 10Y | +449.8% | +233.3% | +216.5% | +165.7% |
| All | +983.6% | +301.9% | +681.7% | +452.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling