+957.8%
AAOI vs PBF
+408.2%
+549.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.7% |
| 7D | -0.2% | +5.3% | -5.5% | -1.1% |
| 30D | -23.7% | +11.7% | -35.4% | -25.5% |
| 3M | -39.0% | +91.1% | -130.1% | -46.5% |
| 6M | -17.0% | +88.4% | -105.5% | -27.9% |
| YTD | +202.2% | +194.1% | +8.2% | +138.2% |
| 1Y | +292.4% | +180.4% | +112.0% | +208.2% |
| 3Y | +804.4% | +59.3% | +745.1% | +661.6% |
| 5Y | +1,318.0% | +816.3% | +501.8% | +702.2% |
| 10Y | +436.7% | +373.1% | +63.7% | +189.0% |
| All | +957.8% | +408.2% | +549.6% | +496.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling