+292.4%
AAOI vs PBF
+184.8%
+107.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +2.0% |
| 7D | -0.2% | +5.3% | -5.5% | -0.3% |
| 30D | -23.7% | +11.7% | -35.4% | -23.8% |
| 3M | -39.0% | +91.1% | -130.1% | -39.3% |
| 6M | -17.0% | +88.4% | -105.5% | -17.1% |
| YTD | +202.2% | +194.1% | +8.2% | +212.3% |
| 1Y | +292.4% | +180.4% | +112.0% | +296.9% |
| All | +292.4% | +184.8% | +107.6% | +296.9% |
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