+804.4%
AAOI vs CPAY
+49.1%
+755.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -0.2% | -2.0% | +1.8% | +1.2% |
| 30D | -23.7% | -0.4% | -23.3% | -24.2% |
| 3M | -39.0% | +16.4% | -55.4% | -47.5% |
| 6M | -17.0% | +23.5% | -40.6% | -34.3% |
| YTD | +202.2% | +35.7% | +166.6% | +100.3% |
| 1Y | +292.4% | +30.2% | +262.2% | +172.8% |
| 3Y | +804.4% | +49.7% | +754.7% | +317.2% |
| All | +804.4% | +49.1% | +755.3% | +317.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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