+957.8%
AAOI vs PG
+169.4%
+788.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.9% |
| 7D | -0.2% | -0.8% | +0.6% | -0.1% |
| 30D | -23.7% | +0.8% | -24.5% | -23.7% |
| 3M | -39.0% | -1.3% | -37.7% | -39.1% |
| 6M | -17.0% | -3.8% | -13.2% | -16.9% |
| YTD | +202.2% | +3.6% | +198.6% | +200.7% |
| 1Y | +292.4% | -5.7% | +298.1% | +295.0% |
| 3Y | +804.4% | +1.6% | +802.8% | +783.2% |
| 5Y | +1,318.0% | +14.6% | +1,303.4% | +1,216.2% |
| 10Y | +436.7% | +121.2% | +315.5% | +299.7% |
| All | +957.8% | +169.4% | +788.4% | +618.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling