+48.8%
AAOI vs PPG
+33.8%
+15.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | -3.1% | -17.7% | -20.1% |
| 7D | -40.8% | +2.7% | -43.5% | -41.0% |
| 30D | -64.0% | +15.7% | -79.7% | -65.3% |
| 3M | -63.5% | +4.1% | -67.6% | -63.8% |
| 6M | -74.0% | +17.3% | -91.4% | -74.8% |
| YTD | +34.5% | +22.5% | +12.0% | +15.3% |
| 1Y | +48.8% | +31.4% | +17.4% | +26.6% |
| All | +48.8% | +33.8% | +15.0% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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