+292.4%
AAOI vs PH
+25.3%
+267.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +0.6% |
| 7D | -0.2% | -1.3% | +1.1% | +0.9% |
| 30D | -23.7% | -11.0% | -12.7% | -15.9% |
| 3M | -39.0% | +5.5% | -44.5% | -41.3% |
| 6M | -17.0% | +1.5% | -18.5% | -16.8% |
| YTD | +202.2% | +8.8% | +193.5% | +175.7% |
| 1Y | +292.4% | +24.5% | +267.9% | +215.0% |
| All | +292.4% | +25.3% | +267.1% | +215.0% |
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