+100.9%
AAOI vs PSX
+97.5%
+3.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.5% | -2.8% | -7.1% |
| 7D | -27.9% | -5.2% | -22.8% | -27.6% |
| 30D | -51.2% | -3.7% | -47.5% | -51.3% |
| 3M | -55.0% | +26.8% | -81.7% | -56.9% |
| 6M | -65.7% | +47.3% | -113.0% | -68.1% |
| YTD | +70.0% | +105.4% | -35.4% | +68.2% |
| 1Y | +100.9% | +96.9% | +4.0% | +111.6% |
| All | +100.9% | +97.5% | +3.4% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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