-2.4%
AAOI vs PM
+11.5%
-13.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.8% | -2.7% |
| 7D | +4.7% | -1.2% | +5.8% | +3.3% |
| 30D | -18.7% | -0.2% | -18.6% | -18.1% |
| 3M | -33.7% | +4.9% | -38.6% | -29.5% |
| 6M | -2.4% | +9.0% | -11.5% | -0.3% |
| All | -2.4% | +11.5% | -13.9% | -0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling