-2.4%
AAOI vs PAAS
-8.9%
+6.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.7% | -7.0% | -5.8% |
| 7D | +4.7% | +2.6% | +2.0% | +2.4% |
| 30D | -18.7% | +2.5% | -21.2% | -20.8% |
| 3M | -33.7% | +15.1% | -48.8% | -41.2% |
| 6M | -2.4% | -12.1% | +9.6% | +9.6% |
| All | -2.4% | -8.9% | +6.5% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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