+407.8%
AAOI vs PR
+89.6%
+318.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.6% | +2.8% | +12.8% | +13.1% |
| 7D | -5.8% | -0.5% | -5.3% | -4.3% |
| 30D | -44.5% | -4.6% | -39.9% | -42.0% |
| 3M | -58.4% | +4.7% | -63.1% | -60.7% |
| 6M | -69.8% | +12.4% | -82.2% | -74.1% |
| YTD | +60.2% | +62.9% | -2.6% | -6.8% |
| 1Y | +135.2% | +70.6% | +64.6% | +29.9% |
| All | +407.8% | +89.6% | +318.2% | +164.6% |
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 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