+488.2%
AAOI vs RACE
+647.6%
-159.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.9% | +7.0% | +6.2% |
| 7D | -0.7% | -2.5% | +1.9% | +0.7% |
| 30D | -17.9% | +0.8% | -18.7% | -18.3% |
| 3M | -48.0% | +17.2% | -65.1% | -52.9% |
| 6M | +5.8% | +13.6% | -7.7% | -3.2% |
| YTD | +202.7% | +12.2% | +190.5% | +172.5% |
| 1Y | +352.5% | -16.3% | +368.8% | +377.5% |
| 3Y | +657.0% | +36.4% | +620.6% | +489.1% |
| 5Y | +1,267.0% | +95.0% | +1,172.0% | +762.6% |
| 10Y | +502.7% | +813.2% | -310.6% | +72.9% |
| All | +488.2% | +647.6% | -159.4% | +47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling