-11.2%
CRM vs AAOI
+52.5%
-63.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -20.9% | +18.8% | -3.0% |
| 7D | -3.7% | -40.8% | +37.1% | -5.8% |
| 30D | -1.1% | -64.0% | +62.8% | -5.3% |
| 3M | +15.5% | -63.5% | +79.0% | +11.1% |
| 6M | +19.5% | -74.0% | +93.5% | +15.7% |
| YTD | -15.5% | +34.5% | -50.0% | -18.0% |
| 1Y | -11.2% | +48.8% | -60.0% | -15.2% |
| All | -11.2% | +52.5% | -63.8% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOI.
Daily Out/Under-Performance
Portfolio return minus AAOI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOI 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 AAOI 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