+48.8%
AAOI vs CTVA
+25.2%
+23.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | -1.8% | -19.1% | -20.7% |
| 7D | -40.8% | +5.0% | -45.8% | -41.0% |
| 30D | -64.0% | -13.4% | -50.5% | -62.7% |
| 3M | -63.5% | +2.2% | -65.7% | -63.6% |
| 6M | -74.0% | -3.9% | -70.1% | -74.6% |
| YTD | +34.5% | +20.5% | +14.0% | +16.4% |
| 1Y | +48.8% | +27.2% | +21.6% | +24.3% |
| All | +48.8% | +25.2% | +23.6% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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