+292.4%
AAOI vs PCAR
+27.5%
+264.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.9% |
| 7D | -0.2% | -1.6% | +1.4% | +1.3% |
| 30D | -23.7% | -6.4% | -17.3% | -18.2% |
| 3M | -39.0% | +4.7% | -43.7% | -41.5% |
| 6M | -17.0% | +4.5% | -21.5% | -20.5% |
| YTD | +202.2% | +13.0% | +189.2% | +168.5% |
| 1Y | +292.4% | +23.6% | +268.8% | +211.0% |
| All | +292.4% | +27.5% | +264.9% | +211.0% |
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