+416.0%
AAOI vs CTAS
+687.6%
-271.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.1% |
| 7D | -0.2% | +0.5% | -0.7% | -0.4% |
| 30D | -23.7% | -0.7% | -23.0% | -23.7% |
| 3M | -39.0% | +11.1% | -50.1% | -45.0% |
| 6M | -17.0% | +2.1% | -19.2% | -21.7% |
| YTD | +202.2% | +8.0% | +194.3% | +173.4% |
| 1Y | +292.4% | -0.5% | +292.9% | +275.0% |
| 3Y | +804.4% | +66.2% | +738.2% | +532.3% |
| 5Y | +1,318.0% | +109.2% | +1,208.9% | +760.0% |
| All | +416.0% | +687.6% | -271.6% | +43.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling