+1,147.5%
AAOI vs PL
+70.3%
+1,077.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.1% | -1.2% | -3.3% |
| 7D | +2.9% | -9.0% | +11.9% | +6.2% |
| 30D | -23.1% | -29.6% | +6.5% | -13.2% |
| 3M | -41.0% | -45.7% | +4.6% | -27.2% |
| 6M | -14.3% | -34.3% | +20.0% | -5.1% |
| YTD | +196.3% | -15.4% | +211.7% | +197.9% |
| 1Y | +272.6% | +86.1% | +186.6% | +186.5% |
| 3Y | +775.3% | +509.1% | +266.2% | +284.3% |
| 5Y | +1,290.2% | +68.3% | +1,221.8% | +657.4% |
| All | +1,147.5% | +70.3% | +1,077.2% | +586.7% |
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