+1,352.6%
AAOI vs PCAR
+163.7%
+1,189.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.8% |
| 7D | +4.7% | -0.2% | +4.9% | +4.7% |
| 30D | -18.7% | -6.9% | -11.8% | -13.2% |
| 3M | -33.7% | +2.1% | -35.8% | -35.4% |
| 6M | -2.4% | +1.6% | -4.0% | -4.2% |
| YTD | +209.6% | +12.2% | +197.4% | +180.3% |
| 1Y | +355.0% | +28.0% | +327.0% | +269.3% |
| 3Y | +814.7% | +61.0% | +753.7% | +549.1% |
| All | +1,352.6% | +163.7% | +1,189.0% | +687.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling