+786.6%
AAOI vs RACE
+40.4%
+746.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.9% | -5.0% |
| 7D | +2.9% | -2.2% | +5.1% | +3.8% |
| 30D | -23.1% | -0.4% | -22.7% | -23.0% |
| 3M | -41.0% | +17.9% | -58.9% | -45.4% |
| 6M | -14.3% | +19.3% | -33.5% | -21.4% |
| YTD | +196.3% | +11.9% | +184.4% | +175.8% |
| 1Y | +272.6% | -12.7% | +285.3% | +300.6% |
| All | +786.6% | +40.4% | +746.2% | +461.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 3y: compounded portfolio wealth divided by compounded RACE 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…
3y analysis · Full analysis span regression · 6 months rolling