+352.5%
AAOI vs PBF
+176.4%
+176.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.4% | +5.1% |
| 7D | -0.7% | +4.3% | -5.0% | -0.6% |
| 30D | -17.9% | +22.0% | -39.9% | -18.0% |
| 3M | -48.0% | +74.5% | -122.5% | -47.3% |
| 6M | +5.8% | +67.7% | -61.8% | +7.8% |
| YTD | +202.7% | +179.2% | +23.5% | +230.4% |
| 1Y | +352.5% | +170.0% | +182.5% | +412.3% |
| All | +352.5% | +176.4% | +176.2% | +412.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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