+957.8%
AAOI vs CRL
+500.9%
+457.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -52.2% |
| 6M | -17.0% | +64.7% | -81.8% | -40.3% |
| YTD | +202.2% | +39.5% | +162.7% | +138.5% |
| 1Y | +292.4% | +74.2% | +218.2% | +171.3% |
| 3Y | +804.4% | +39.4% | +765.0% | +579.5% |
| 5Y | +1,318.0% | -36.9% | +1,354.9% | +1,458.1% |
| 10Y | +436.7% | +253.3% | +183.4% | +118.0% |
| All | +957.8% | +500.9% | +457.0% | +271.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling