+845.3%
AAOI vs PR
+87.2%
+758.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.2% | +4.5% | +4.6% |
| 7D | +7.9% | -0.6% | +8.5% | +8.4% |
| 30D | -17.8% | +17.4% | -35.1% | -28.8% |
| 3M | -43.3% | +21.8% | -65.0% | -53.7% |
| 6M | +16.7% | +27.6% | -10.9% | -9.3% |
| YTD | +220.0% | +71.4% | +148.6% | +88.2% |
| 1Y | +372.1% | +78.3% | +293.7% | +163.4% |
| 3Y | +845.3% | +85.5% | +759.9% | +461.3% |
| All | +845.3% | +87.2% | +758.2% | +461.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling