+1,314.2%
AAOI vs RGEN
-44.2%
+1,358.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | -0.2% | -1.4% | +1.3% | +0.6% |
| 30D | -23.7% | -0.3% | -23.4% | -23.7% |
| 3M | -39.0% | +23.9% | -62.9% | -46.8% |
| 6M | -17.0% | +38.5% | -55.6% | -34.0% |
| YTD | +202.2% | +0.8% | +201.4% | +185.8% |
| 1Y | +292.4% | +38.2% | +254.2% | +206.9% |
| 3Y | +804.4% | +1.3% | +803.1% | +727.8% |
| All | +1,314.2% | -44.2% | +1,358.4% | +1,372.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 5y: compounded portfolio wealth divided by compounded RGEN 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…
5y analysis · Full analysis span regression · 6 months rolling