+372.6%
CRM vs AAOI
+953.6%
-581.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.8% |
| 7D | -4.4% | -0.2% | -4.3% | -4.5% |
| 30D | +28.1% | -23.7% | +51.8% | +30.0% |
| 3M | +48.8% | -39.0% | +87.8% | +51.6% |
| 6M | +28.3% | -17.0% | +45.3% | +23.6% |
| YTD | -6.0% | +202.2% | -208.3% | -22.1% |
| 1Y | +1.4% | +292.4% | -291.0% | -19.6% |
| 3Y | +11.8% | +804.4% | -792.5% | -28.7% |
| 5Y | -2.0% | +1,318.0% | -1,320.1% | -48.0% |
| 10Y | +239.6% | +436.7% | -197.1% | +73.0% |
| All | +372.6% | +953.6% | -581.0% | +113.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling