+581.1%
CSCO vs AAOI
+979.3%
-398.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.5% | +0.4% |
| 7D | 0.0% | +4.7% | -4.7% | -0.3% |
| 30D | -10.7% | -18.7% | +8.0% | -9.8% |
| 3M | -8.7% | -33.7% | +25.0% | -7.4% |
| 6M | +44.9% | -2.4% | +47.3% | +41.1% |
| YTD | +44.1% | +209.6% | -165.5% | +28.5% |
| 1Y | +65.9% | +355.0% | -289.1% | +42.4% |
| 3Y | +109.0% | +814.7% | -705.7% | +57.6% |
| 5Y | +114.8% | +1,298.1% | -1,183.3% | +44.6% |
| 10Y | +377.3% | +449.8% | -72.5% | +207.9% |
| All | +581.1% | +979.3% | -398.2% | +309.4% |
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