+405.8%
AAOI vs PR
+87.0%
+318.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.4% |
| 7D | +2.9% | -0.2% | +3.1% | +2.9% |
| 30D | -23.1% | +10.4% | -33.5% | -24.5% |
| 3M | -41.0% | +21.1% | -62.2% | -43.4% |
| 6M | -14.3% | +28.8% | -43.0% | -18.5% |
| YTD | +196.3% | +71.8% | +124.5% | +167.4% |
| 1Y | +272.6% | +73.3% | +199.3% | +235.2% |
| 3Y | +775.3% | +85.9% | +689.5% | +691.8% |
| 5Y | +1,290.2% | +421.8% | +868.4% | +979.0% |
| All | +405.8% | +87.0% | +318.8% | +281.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling