+804.4%
AAOI vs CTVA
+74.2%
+730.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.3% |
| 7D | -0.2% | -4.5% | +4.3% | +2.0% |
| 30D | -23.7% | +11.3% | -35.0% | -28.3% |
| 3M | -39.0% | +12.3% | -51.3% | -45.8% |
| 6M | -17.0% | +7.2% | -24.2% | -23.1% |
| YTD | +202.2% | +26.0% | +176.2% | +154.5% |
| 1Y | +292.4% | +16.0% | +276.4% | +243.9% |
| 3Y | +804.4% | +73.9% | +730.5% | +446.5% |
| All | +804.4% | +74.2% | +730.2% | +446.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling