+957.8%
AAOI vs PSX
+604.1%
+353.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.8% |
| 7D | -0.2% | +1.7% | -1.9% | -0.9% |
| 30D | -23.7% | +15.6% | -39.3% | -28.9% |
| 3M | -39.0% | +46.5% | -85.5% | -49.6% |
| 6M | -17.0% | +55.0% | -72.1% | -33.3% |
| YTD | +202.2% | +105.3% | +97.0% | +111.0% |
| 1Y | +292.4% | +101.6% | +190.8% | +175.2% |
| 3Y | +804.4% | +134.1% | +670.2% | +494.6% |
| 5Y | +1,318.0% | +368.7% | +949.3% | +550.1% |
| 10Y | +436.7% | +384.1% | +52.6% | +112.5% |
| All | +957.8% | +604.1% | +353.8% | +261.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling