+100.9%
AAOI vs CPB
-18.4%
+119.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +5.9% | -13.3% | -2.2% |
| 7D | -27.9% | +13.0% | -40.9% | -19.1% |
| 30D | -51.2% | +20.5% | -71.8% | -41.4% |
| 3M | -55.0% | +2.2% | -57.2% | -51.2% |
| 6M | -65.7% | +15.4% | -81.1% | -58.4% |
| YTD | +70.0% | -12.3% | +82.3% | +78.7% |
| 1Y | +100.9% | -18.0% | +118.9% | +98.8% |
| All | +100.9% | -18.4% | +119.4% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling