+1,298.1%
AAOI vs CSGP
-66.6%
+1,364.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -2.3% |
| 7D | +4.7% | -5.4% | +10.0% | +6.8% |
| 30D | -18.7% | -6.0% | -12.7% | -18.1% |
| 3M | -33.7% | -12.8% | -20.9% | -32.3% |
| 6M | -2.4% | -38.9% | +36.5% | +19.0% |
| YTD | +209.6% | -56.0% | +265.6% | +349.1% |
| 1Y | +355.0% | -66.4% | +421.5% | +690.1% |
| 3Y | +814.7% | -64.2% | +878.8% | +1,405.8% |
| 5Y | +1,298.1% | -67.0% | +1,365.1% | +1,967.2% |
| All | +1,298.1% | -66.6% | +1,364.7% | +1,967.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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