+1,314.2%
AAOI vs CRH
+93.9%
+1,220.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.1% |
| 7D | -0.2% | -6.1% | +5.9% | +5.2% |
| 30D | -23.7% | -9.3% | -14.4% | -17.2% |
| 3M | -39.0% | -15.2% | -23.8% | -30.8% |
| 6M | -17.0% | -14.2% | -2.8% | -8.5% |
| YTD | +202.2% | -28.3% | +230.5% | +287.3% |
| 1Y | +292.4% | -21.8% | +314.2% | +363.4% |
| 3Y | +804.4% | +71.6% | +732.8% | +534.7% |
| All | +1,314.2% | +93.9% | +1,220.3% | +801.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling