+352.5%
AAOI vs PGR
-6.1%
+358.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.2% | +7.3% | +2.7% |
| 7D | -0.7% | +0.1% | -0.8% | -0.3% |
| 30D | -17.9% | +2.9% | -20.8% | -14.0% |
| 3M | -48.0% | +12.1% | -60.1% | -38.3% |
| 6M | +5.8% | +3.7% | +2.2% | +17.2% |
| YTD | +202.7% | +2.4% | +200.4% | +235.7% |
| 1Y | +352.5% | -6.4% | +358.9% | +341.6% |
| All | +352.5% | -6.1% | +358.6% | +341.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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