+1,314.2%
AAOI vs PH
+251.9%
+1,062.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +0.1% |
| 7D | -0.2% | -1.3% | +1.1% | +1.3% |
| 30D | -23.7% | -11.0% | -12.7% | -13.5% |
| 3M | -39.0% | +5.5% | -44.5% | -42.6% |
| 6M | -17.0% | +1.5% | -18.5% | -19.1% |
| YTD | +202.2% | +8.8% | +193.5% | +170.1% |
| 1Y | +292.4% | +24.5% | +267.9% | +202.1% |
| 3Y | +804.4% | +141.2% | +663.2% | +333.9% |
| All | +1,314.2% | +251.9% | +1,062.3% | +421.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling