+1,237.5%
AAOI vs PCOR
-30.9%
+1,268.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.3% | +9.4% | +7.2% |
| 7D | -0.7% | -9.0% | +8.3% | +3.7% |
| 30D | -17.9% | +4.2% | -22.1% | -20.8% |
| 3M | -48.0% | +14.4% | -62.4% | -53.0% |
| 6M | +5.8% | +0.2% | +5.7% | -2.4% |
| YTD | +202.7% | -20.3% | +223.0% | +209.9% |
| 1Y | +352.5% | -16.1% | +368.7% | +347.8% |
| 3Y | +657.0% | -14.7% | +671.7% | +657.4% |
| 5Y | +1,267.0% | -43.2% | +1,310.1% | +1,310.7% |
| All | +1,237.5% | -30.9% | +1,268.5% | +1,256.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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