+400.9%
AAOI vs PCAR
+352.4%
+48.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.8% |
| 7D | -0.5% | +4.9% | -5.4% | -3.7% |
| 30D | -42.1% | -1.4% | -40.7% | -41.7% |
| 3M | -61.6% | -18.1% | -43.5% | -55.7% |
| 6M | -77.6% | -4.0% | -73.6% | -77.3% |
| YTD | +43.1% | -1.5% | +44.6% | +43.8% |
| 1Y | +138.6% | +13.2% | +125.4% | +116.7% |
| 3Y | +353.5% | +35.8% | +317.7% | +273.3% |
| 5Y | +720.6% | +114.6% | +605.9% | +392.4% |
| 10Y | +99.8% | +289.6% | -189.8% | -26.7% |
| All | +400.9% | +352.4% | +48.5% | +68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling