-2.4%
AAOI vs PFE
+6.8%
-9.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.3% |
| 7D | +4.7% | -4.3% | +8.9% | +2.2% |
| 30D | -18.7% | +2.7% | -21.4% | -16.9% |
| 3M | -33.7% | +10.0% | -43.7% | -28.1% |
| 6M | -2.4% | +7.2% | -9.6% | +6.6% |
| All | -2.4% | +6.8% | -9.2% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 6mo: compounded portfolio wealth divided by compounded PFE 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…
6mo analysis · Full analysis span regression · 6 months rolling