+957.8%
AAOI vs PNR
+59.5%
+898.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.2% |
| 7D | -0.2% | -6.0% | +5.9% | +4.2% |
| 30D | -23.7% | -14.0% | -9.7% | -15.7% |
| 3M | -39.0% | -21.7% | -17.3% | -29.1% |
| 6M | -17.0% | -37.3% | +20.2% | +12.6% |
| YTD | +202.2% | -45.1% | +247.4% | +342.3% |
| 1Y | +292.4% | -49.1% | +341.5% | +511.5% |
| 3Y | +804.4% | -14.8% | +819.2% | +950.6% |
| 5Y | +1,318.0% | -21.0% | +1,339.0% | +1,593.1% |
| 10Y | +436.7% | +64.7% | +372.0% | +282.4% |
| All | +957.8% | +59.5% | +898.3% | +639.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling