+804.4%
AAOI vs CRL
+38.6%
+765.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +0.9% |
| 7D | -0.2% | -3.5% | +3.4% | +1.8% |
| 30D | -23.7% | -2.1% | -21.5% | -23.0% |
| 3M | -39.0% | +48.0% | -87.0% | -52.5% |
| 6M | -17.0% | +64.7% | -81.8% | -41.2% |
| YTD | +202.2% | +39.5% | +162.7% | +137.3% |
| 1Y | +292.4% | +74.2% | +218.2% | +165.4% |
| 3Y | +804.4% | +39.4% | +765.0% | +491.9% |
| All | +804.4% | +38.6% | +765.8% | +491.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 3y: compounded portfolio wealth divided by compounded CRL 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…
3y analysis · Full analysis span regression · 6 months rolling