+937.0%
AAOI vs CTAS
+1,705.6%
-768.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -3.8% |
| 7D | +2.9% | -1.3% | +4.2% | +3.7% |
| 30D | -23.1% | -3.1% | -20.0% | -22.0% |
| 3M | -41.0% | +10.3% | -51.3% | -46.8% |
| 6M | -14.3% | +1.6% | -15.9% | -19.3% |
| YTD | +196.3% | +6.3% | +190.0% | +169.2% |
| 1Y | +272.6% | -0.5% | +273.1% | +254.1% |
| 3Y | +775.3% | +64.6% | +710.8% | +504.4% |
| 5Y | +1,290.2% | +106.0% | +1,184.2% | +729.8% |
| 10Y | +426.2% | +677.5% | -251.3% | +21.2% |
| All | +937.0% | +1,705.6% | -768.6% | +35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling