+1,020.0%
AAOI vs CSX
+594.8%
+425.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +6.2% |
| 7D | +7.9% | +0.6% | +7.3% | +7.5% |
| 30D | -17.8% | -2.3% | -15.5% | -16.6% |
| 3M | -43.3% | +4.3% | -47.6% | -44.9% |
| 6M | +16.7% | +23.4% | -6.7% | +2.0% |
| YTD | +220.0% | +36.4% | +183.6% | +163.5% |
| 1Y | +372.1% | +53.0% | +319.0% | +264.4% |
| 3Y | +845.3% | +70.6% | +774.7% | +599.3% |
| 5Y | +1,333.8% | +65.5% | +1,268.3% | +945.7% |
| 10Y | +457.2% | +482.4% | -25.2% | +101.3% |
| All | +1,020.0% | +594.8% | +425.2% | +266.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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