+48.8%
AAOI vs PNR
-33.6%
+82.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | -3.1% | -17.7% | -20.5% |
| 7D | -40.8% | +6.0% | -46.8% | -41.1% |
| 30D | -64.0% | +32.4% | -96.4% | -65.3% |
| 3M | -63.5% | +1.6% | -65.1% | -63.4% |
| 6M | -74.0% | -9.5% | -64.5% | -72.3% |
| YTD | +34.5% | -32.0% | +66.5% | +51.3% |
| 1Y | +48.8% | -34.4% | +83.2% | +68.6% |
| All | +48.8% | -33.6% | +82.4% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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