+804.4%
AAOI vs CPRT
-33.2%
+837.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.6% | +2.9% |
| 7D | -0.2% | -11.2% | +11.0% | +4.1% |
| 30D | -23.7% | +3.3% | -27.0% | -24.8% |
| 3M | -39.0% | -3.6% | -35.4% | -39.1% |
| 6M | -17.0% | -15.8% | -1.3% | -10.1% |
| YTD | +202.2% | -23.5% | +225.7% | +249.2% |
| 1Y | +292.4% | -38.8% | +331.2% | +460.4% |
| 3Y | +804.4% | -33.4% | +837.8% | +1,151.3% |
| All | +804.4% | -33.2% | +837.6% | +1,151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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