+957.8%
AAOI vs CPAY
+268.2%
+689.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -0.2% | -2.0% | +1.8% | +0.9% |
| 30D | -23.7% | -0.4% | -23.3% | -24.0% |
| 3M | -39.0% | +16.4% | -55.4% | -45.7% |
| 6M | -17.0% | +23.5% | -40.6% | -30.6% |
| YTD | +202.2% | +35.7% | +166.6% | +129.4% |
| 1Y | +292.4% | +30.2% | +262.2% | +205.4% |
| 3Y | +804.4% | +49.7% | +754.7% | +588.2% |
| 5Y | +1,318.0% | +56.6% | +1,261.5% | +936.0% |
| 10Y | +436.7% | +153.8% | +282.9% | +165.9% |
| All | +957.8% | +268.2% | +689.6% | +343.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling