+1,314.2%
AAOI vs CVS
+32.8%
+1,281.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.1% |
| 7D | -0.2% | -2.2% | +2.0% | +0.2% |
| 30D | -23.7% | -0.1% | -23.6% | -23.8% |
| 3M | -39.0% | -5.2% | -33.8% | -38.5% |
| 6M | -17.0% | +26.9% | -43.9% | -20.6% |
| YTD | +202.2% | +22.1% | +180.2% | +189.8% |
| 1Y | +292.4% | +30.8% | +261.6% | +274.5% |
| 3Y | +804.4% | +54.4% | +750.0% | +761.5% |
| All | +1,314.2% | +32.8% | +1,281.4% | +1,152.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 5y: compounded portfolio wealth divided by compounded CVS 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…
5y analysis · Full analysis span regression · 6 months rolling