+90.1%
AAOI vs CRH
-14.3%
+104.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.9% | -6.4% | -7.0% |
| 7D | -24.5% | +3.6% | -28.0% | -24.9% |
| 30D | -55.9% | +18.8% | -74.7% | -58.4% |
| 3M | -63.6% | -3.3% | -60.3% | -62.9% |
| 6M | -67.6% | -14.2% | -53.4% | -65.0% |
| YTD | +38.6% | -21.5% | +60.1% | +53.4% |
| 1Y | +90.1% | -14.1% | +104.2% | +87.8% |
| All | +90.1% | -14.3% | +104.3% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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