+100.9%
AAOI vs PSA
+28.0%
+72.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.8% | -10.2% | -6.1% |
| 7D | -27.9% | +10.5% | -38.5% | -24.7% |
| 30D | -51.2% | +21.7% | -72.9% | -47.8% |
| 3M | -55.0% | +6.1% | -61.0% | -53.3% |
| 6M | -65.7% | +18.3% | -84.1% | -66.5% |
| YTD | +70.0% | +36.1% | +34.0% | +57.5% |
| 1Y | +100.9% | +29.3% | +71.6% | +91.9% |
| All | +100.9% | +28.0% | +72.9% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 1y: compounded portfolio wealth divided by compounded PSA 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…
1y analysis · Full analysis span regression · 6 months rolling