+100.9%
AAOI vs PM
+48.8%
+52.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.6% | -8.9% | -5.5% |
| 7D | -27.9% | +4.3% | -32.2% | -24.2% |
| 30D | -51.2% | +11.5% | -62.7% | -43.8% |
| 3M | -55.0% | +13.0% | -68.0% | -46.7% |
| 6M | -65.7% | +25.9% | -91.6% | -55.1% |
| YTD | +70.0% | +34.0% | +36.0% | +143.0% |
| 1Y | +100.9% | +46.9% | +54.0% | +219.1% |
| All | +100.9% | +48.8% | +52.1% | +219.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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