+786.6%
AAOI vs PRU
+43.3%
+743.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -5.0% |
| 7D | +2.9% | -3.8% | +6.7% | +6.5% |
| 30D | -23.1% | -2.0% | -21.1% | -22.2% |
| 3M | -41.0% | +14.0% | -55.0% | -49.7% |
| 6M | -14.3% | +27.2% | -41.5% | -35.3% |
| YTD | +196.3% | +9.1% | +187.2% | +158.8% |
| 1Y | +272.6% | +18.1% | +254.6% | +190.0% |
| All | +786.6% | +43.3% | +743.3% | +443.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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