+804.4%
AAOI vs CRS
+612.2%
+192.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +3.0% |
| 7D | -0.2% | -6.8% | +6.6% | +5.8% |
| 30D | -23.7% | -16.1% | -7.6% | -10.9% |
| 3M | -39.0% | -21.2% | -17.9% | -23.4% |
| 6M | -17.0% | +8.7% | -25.7% | -19.6% |
| YTD | +202.2% | +41.0% | +161.3% | +141.3% |
| 1Y | +292.4% | +82.7% | +209.7% | +154.8% |
| 3Y | +804.4% | +604.8% | +199.6% | +238.3% |
| All | +804.4% | +612.2% | +192.1% | +238.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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