+1,314.2%
AAOI vs PSA
+13.7%
+1,300.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.8% |
| 7D | -0.2% | -1.8% | +1.7% | +0.6% |
| 30D | -23.7% | -8.4% | -15.3% | -21.2% |
| 3M | -39.0% | -7.8% | -31.2% | -37.9% |
| 6M | -17.0% | +0.8% | -17.8% | -19.9% |
| YTD | +202.2% | +16.5% | +185.7% | +170.7% |
| 1Y | +292.4% | +4.7% | +287.7% | +269.5% |
| 3Y | +804.4% | +21.1% | +783.3% | +675.1% |
| All | +1,314.2% | +13.7% | +1,300.5% | +1,074.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling