-77.6%
AAOI vs PL
-67.3%
-10.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.1% |
| 7D | -0.5% | +10.0% | -10.5% | -7.8% |
| 30D | -42.1% | -2.3% | -39.9% | -40.4% |
| 3M | -61.6% | -44.2% | -17.4% | -42.8% |
| 6M | -77.6% | -66.1% | -11.5% | -62.7% |
| All | -77.6% | -67.3% | -10.4% | -62.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling