+957.8%
AAOI vs CRH
+408.8%
+549.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.3% |
| 7D | -0.2% | -6.1% | +5.9% | +3.9% |
| 30D | -23.7% | -9.3% | -14.4% | -18.8% |
| 3M | -39.0% | -15.2% | -23.8% | -32.7% |
| 6M | -17.0% | -14.2% | -2.8% | -10.1% |
| YTD | +202.2% | -28.3% | +230.5% | +265.2% |
| 1Y | +292.4% | -21.8% | +314.2% | +349.4% |
| 3Y | +804.4% | +71.6% | +732.8% | +594.9% |
| 5Y | +1,318.0% | +96.6% | +1,221.4% | +894.7% |
| 10Y | +436.7% | +253.8% | +182.9% | +161.2% |
| All | +957.8% | +408.8% | +549.0% | +336.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling