-77.6%
AAOI vs RACE
+26.6%
-104.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -7.0% | -6.1% |
| 7D | -0.5% | -1.2% | +0.7% | 0.0% |
| 30D | -42.1% | +6.1% | -48.3% | -43.0% |
| 3M | -61.6% | -0.3% | -61.4% | -61.1% |
| 6M | -77.6% | +23.4% | -101.1% | -79.5% |
| All | -77.6% | +26.6% | -104.2% | -79.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling