+102.8%
AAOI vs PR
+86.0%
+16.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.8% | -5.8% |
| 7D | -0.5% | +6.0% | -6.5% | -1.6% |
| 30D | -42.1% | -4.2% | -37.9% | -41.6% |
| 3M | -61.6% | +10.0% | -71.6% | -62.3% |
| 6M | -77.6% | +15.6% | -93.2% | -78.3% |
| YTD | +43.1% | +68.2% | -25.1% | +29.6% |
| 1Y | +138.6% | +79.2% | +59.4% | +113.7% |
| 3Y | +353.5% | +94.9% | +258.6% | +308.7% |
| 5Y | +720.6% | +272.8% | +447.8% | +564.9% |
| All | +102.8% | +86.0% | +16.8% | +63.1% |
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