+48.8%
AAOI vs PG
+17.1%
+31.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | -0.1% | -20.8% | -21.1% |
| 7D | -40.8% | +4.1% | -44.8% | -36.8% |
| 30D | -64.0% | +13.3% | -77.3% | -55.8% |
| 3M | -63.5% | +14.6% | -78.1% | -54.3% |
| 6M | -74.0% | +17.0% | -91.0% | -65.4% |
| YTD | +34.5% | +20.0% | +14.5% | +124.2% |
| 1Y | +48.8% | +17.9% | +30.9% | +141.5% |
| All | +48.8% | +17.1% | +31.7% | +141.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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