+983.6%
AAOI vs PM
+296.8%
+686.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.8% | -3.3% |
| 7D | +4.7% | -1.2% | +5.8% | +4.8% |
| 30D | -18.7% | -0.2% | -18.6% | -18.8% |
| 3M | -33.7% | +4.9% | -38.6% | -35.0% |
| 6M | -2.4% | +9.0% | -11.5% | -5.5% |
| YTD | +209.6% | +17.8% | +191.8% | +193.2% |
| 1Y | +355.0% | +16.8% | +338.2% | +329.1% |
| 3Y | +814.7% | +125.4% | +689.2% | +582.7% |
| 5Y | +1,298.1% | +128.7% | +1,169.4% | +916.5% |
| 10Y | +449.8% | +211.8% | +238.0% | +231.2% |
| All | +983.6% | +296.8% | +686.8% | +474.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling