+1,020.0%
AAOI vs PRU
+160.8%
+859.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +7.9% | +6.9% |
| 7D | +7.9% | +1.9% | +6.0% | +6.5% |
| 30D | -17.8% | -0.4% | -17.3% | -17.9% |
| 3M | -43.3% | +16.4% | -59.7% | -48.6% |
| 6M | +16.7% | +26.0% | -9.3% | +0.9% |
| YTD | +220.0% | +9.9% | +210.1% | +195.7% |
| 1Y | +372.1% | +18.8% | +353.3% | +316.5% |
| 3Y | +845.3% | +45.3% | +800.0% | +683.4% |
| 5Y | +1,333.8% | +45.6% | +1,288.2% | +1,064.2% |
| 10Y | +457.2% | +139.6% | +317.6% | +201.8% |
| All | +1,020.0% | +160.8% | +859.2% | +538.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling