+416.0%
AAOI vs PM
+219.2%
+196.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +2.0% |
| 7D | -0.2% | +4.7% | -4.8% | -0.5% |
| 30D | -23.7% | +2.6% | -26.3% | -23.9% |
| 3M | -39.0% | +6.6% | -45.6% | -39.8% |
| 6M | -17.0% | +16.5% | -33.5% | -19.5% |
| YTD | +202.2% | +21.2% | +181.1% | +190.2% |
| 1Y | +292.4% | +17.9% | +274.5% | +277.4% |
| 3Y | +804.4% | +129.8% | +674.6% | +614.3% |
| 5Y | +1,318.0% | +133.0% | +1,185.0% | +997.6% |
| All | +416.0% | +219.2% | +196.7% | +227.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling