+292.4%
AAOI vs CRH
-20.2%
+312.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.6% |
| 7D | -0.2% | -6.1% | +5.9% | +2.2% |
| 30D | -23.7% | -9.3% | -14.4% | -20.7% |
| 3M | -39.0% | -15.2% | -23.8% | -35.5% |
| 6M | -17.0% | -14.2% | -2.8% | -12.9% |
| YTD | +202.2% | -28.3% | +230.5% | +246.3% |
| 1Y | +292.4% | -21.8% | +314.2% | +310.3% |
| All | +292.4% | -20.2% | +312.6% | +310.3% |
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