+28.3%
CRM vs AAOI
-11.1%
+39.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +2.1% |
| 7D | -4.4% | -0.2% | -4.3% | -4.4% |
| 30D | +28.1% | -23.7% | +51.8% | +26.4% |
| 3M | +48.8% | -39.0% | +87.8% | +48.3% |
| 6M | +28.3% | -17.0% | +45.3% | +34.0% |
| All | +28.3% | -11.1% | +39.4% | +34.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling