+352.5%
AAOI vs PG
-4.9%
+357.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.5% | +4.7% |
| 7D | -0.7% | +1.9% | -2.5% | +1.9% |
| 30D | -17.9% | -0.2% | -17.7% | -17.4% |
| 3M | -48.0% | +4.8% | -52.8% | -43.3% |
| 6M | +5.8% | -6.1% | +11.9% | +5.4% |
| YTD | +202.7% | +4.5% | +198.3% | +290.5% |
| 1Y | +352.5% | -5.3% | +357.8% | +395.1% |
| All | +352.5% | -4.9% | +357.4% | +395.1% |
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