+502.5%
AAOI vs PL
+40.9%
+461.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.4% |
| 7D | -0.5% | +10.0% | -10.5% | -4.0% |
| 30D | -42.1% | -2.3% | -39.9% | -41.0% |
| 3M | -61.6% | -44.2% | -17.4% | -52.4% |
| 6M | -77.6% | -66.1% | -11.5% | -67.7% |
| YTD | +43.1% | -30.0% | +73.1% | +55.8% |
| 1Y | +138.6% | +21.0% | +117.6% | +114.5% |
| 3Y | +353.5% | +516.5% | -163.0% | +104.8% |
| 5Y | +720.6% | +32.0% | +688.5% | +350.1% |
| All | +502.5% | +40.9% | +461.6% | +259.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling