+352.5%
AAOI vs PH
+30.5%
+322.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.3% |
| 7D | -0.7% | -3.1% | +2.4% | +2.0% |
| 30D | -17.9% | -3.2% | -14.7% | -16.0% |
| 3M | -48.0% | +10.6% | -58.6% | -52.5% |
| 6M | +5.8% | -2.1% | +8.0% | +9.4% |
| YTD | +202.7% | +10.2% | +192.5% | +171.2% |
| 1Y | +352.5% | +28.2% | +324.3% | +252.1% |
| All | +352.5% | +30.5% | +322.0% | +252.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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