+826.4%
AAOI vs PPL
+53.1%
+773.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -3.2% |
| 7D | +4.7% | 0.0% | +4.6% | +4.7% |
| 30D | -18.7% | -1.3% | -17.5% | -18.6% |
| 3M | -33.7% | -2.6% | -31.2% | -33.7% |
| 6M | -2.4% | -8.4% | +6.0% | -1.6% |
| YTD | +209.6% | +0.2% | +209.4% | +209.2% |
| 1Y | +355.0% | -0.2% | +355.2% | +356.3% |
| All | +826.4% | +53.1% | +773.3% | +772.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 3y: compounded portfolio wealth divided by compounded PPL 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…
3y analysis · Full analysis span regression · 6 months rolling