+567.1%
AAOI vs PR
+169.5%
+397.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.7% | +5.4% |
| 7D | -0.7% | +2.9% | -3.6% | -1.2% |
| 30D | -17.9% | +18.0% | -36.0% | -20.5% |
| 3M | -48.0% | +16.9% | -64.8% | -49.6% |
| 6M | +5.8% | +28.2% | -22.4% | +0.8% |
| YTD | +202.7% | +69.3% | +133.4% | +174.1% |
| 1Y | +352.5% | +69.5% | +283.0% | +309.1% |
| 3Y | +657.0% | +81.7% | +575.3% | +587.6% |
| 5Y | +1,267.0% | +422.2% | +844.7% | +963.5% |
| 10Y | +502.7% | +110.4% | +392.3% | +367.1% |
| All | +567.1% | +169.5% | +397.6% | +423.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling