+352.5%
AAOI vs CTAS
-1.7%
+354.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.4% | +4.9% |
| 7D | -0.7% | -1.8% | +1.2% | -2.2% |
| 30D | -17.9% | -0.2% | -17.7% | -17.6% |
| 3M | -48.0% | +11.7% | -59.7% | -43.1% |
| 6M | +5.8% | +0.7% | +5.1% | +26.3% |
| YTD | +202.7% | +7.4% | +195.3% | +258.4% |
| 1Y | +352.5% | -2.1% | +354.6% | +363.5% |
| All | +352.5% | -1.7% | +354.3% | +363.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling