+416.0%
AAOI vs CTSH
+24.9%
+391.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +0.9% |
| 7D | -0.2% | -3.7% | +3.5% | +1.2% |
| 30D | -23.7% | +3.7% | -27.4% | -25.5% |
| 3M | -39.0% | +17.9% | -56.9% | -45.5% |
| 6M | -17.0% | -2.6% | -14.4% | -19.8% |
| YTD | +202.2% | -26.4% | +228.6% | +233.3% |
| 1Y | +292.4% | -13.0% | +305.4% | +289.6% |
| 3Y | +804.4% | -11.2% | +815.6% | +791.9% |
| 5Y | +1,318.0% | -14.3% | +1,332.3% | +1,325.5% |
| All | +416.0% | +24.9% | +391.1% | +340.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 CTSH 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