+983.6%
AAOI vs CPRT
+725.8%
+257.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.3% |
| 7D | +4.7% | -0.4% | +5.1% | +4.6% |
| 30D | -18.7% | +8.2% | -27.0% | -22.5% |
| 3M | -33.7% | +2.3% | -36.0% | -36.7% |
| 6M | -2.4% | -14.7% | +12.3% | +2.5% |
| YTD | +209.6% | -18.2% | +227.8% | +230.8% |
| 1Y | +355.0% | -33.4% | +388.4% | +453.6% |
| 3Y | +814.7% | -28.3% | +843.0% | +984.2% |
| 5Y | +1,298.1% | -9.8% | +1,307.9% | +1,313.3% |
| 10Y | +449.8% | +412.4% | +37.4% | +93.6% |
| All | +983.6% | +725.8% | +257.9% | +192.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling