+1,314.2%
AAOI vs PM
+132.5%
+1,181.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +2.2% |
| 7D | -0.2% | +4.7% | -4.8% | +1.1% |
| 30D | -23.7% | +2.6% | -26.3% | -23.0% |
| 3M | -39.0% | +6.6% | -45.6% | -37.6% |
| 6M | -17.0% | +16.5% | -33.5% | -14.1% |
| YTD | +202.2% | +21.2% | +181.1% | +214.0% |
| 1Y | +292.4% | +17.9% | +274.5% | +310.1% |
| 3Y | +804.4% | +129.8% | +674.6% | +780.6% |
| All | +1,314.2% | +132.5% | +1,181.7% | +1,339.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling