+100.9%
AAOI vs PCAR
+12.4%
+88.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +4.0% | -11.4% | -10.5% |
| 7D | -27.9% | +3.7% | -31.6% | -30.2% |
| 30D | -51.2% | -2.9% | -48.3% | -50.4% |
| 3M | -55.0% | -21.7% | -33.3% | -43.1% |
| 6M | -65.7% | -6.6% | -59.1% | -64.4% |
| YTD | +70.0% | -2.2% | +72.3% | +66.2% |
| 1Y | +100.9% | +12.2% | +88.7% | +71.6% |
| All | +100.9% | +12.4% | +88.5% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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