+102.8%
AAOI vs PCAR
+288.5%
-185.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.8% |
| 7D | -0.5% | +4.9% | -5.4% | -3.6% |
| 30D | -42.1% | -1.4% | -40.7% | -41.7% |
| 3M | -61.6% | -18.1% | -43.5% | -56.0% |
| 6M | -77.6% | -4.0% | -73.6% | -77.3% |
| YTD | +43.1% | -1.5% | +44.6% | +44.0% |
| 1Y | +138.6% | +13.2% | +125.4% | +118.1% |
| 3Y | +353.5% | +35.8% | +317.7% | +280.1% |
| 5Y | +720.6% | +114.6% | +605.9% | +423.8% |
| All | +102.8% | +288.5% | -185.7% | -2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling