+385.1%
AAOI vs CSGP
+82.2%
+302.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.9% | -4.3% | -6.1% |
| 7D | -24.5% | -3.2% | -21.3% | -23.6% |
| 30D | -55.9% | +2.2% | -58.2% | -57.9% |
| 3M | -63.6% | -3.7% | -60.0% | -65.3% |
| 6M | -67.6% | -7.4% | -60.1% | -69.6% |
| YTD | +38.6% | -54.9% | +93.5% | +84.8% |
| 1Y | +90.1% | -54.9% | +145.0% | +153.3% |
| 3Y | +416.0% | -61.9% | +477.9% | +667.6% |
| 5Y | +740.3% | -63.1% | +803.5% | +1,139.3% |
| 10Y | +104.9% | +65.1% | +39.8% | +23.8% |
| All | +385.1% | +82.2% | +302.9% | +169.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling