+906.3%
AAOI vs RDW
-0.7%
+907.1%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +2.7% |
| 7D | -0.2% | +0.9% | -1.0% | -0.5% |
| 30D | -23.7% | -21.3% | -2.4% | -17.4% |
| 3M | -39.0% | -37.9% | -1.2% | -29.0% |
| 6M | -17.0% | +12.3% | -29.3% | -24.3% |
| YTD | +202.2% | +39.7% | +162.5% | +142.8% |
| 1Y | +292.4% | +25.7% | +266.7% | +220.8% |
| 3Y | +804.4% | +230.8% | +573.5% | +376.9% |
| 5Y | +1,318.0% | -8.8% | +1,326.8% | +806.7% |
| All | +906.3% | -0.7% | +907.1% | +532.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 10y: compounded portfolio wealth divided by compounded RDW 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…
10y analysis · Full analysis span regression · 6 months rolling