+957.8%
AAOI vs RGEN
+1,378.8%
-421.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | -0.2% | -1.4% | +1.3% | +0.4% |
| 30D | -23.7% | -0.3% | -23.4% | -23.7% |
| 3M | -39.0% | +23.9% | -62.9% | -44.6% |
| 6M | -17.0% | +38.5% | -55.6% | -29.1% |
| YTD | +202.2% | +0.8% | +201.4% | +189.9% |
| 1Y | +292.4% | +38.2% | +254.2% | +232.9% |
| 3Y | +804.4% | +1.3% | +803.1% | +762.5% |
| 5Y | +1,318.0% | -44.0% | +1,362.0% | +1,439.6% |
| 10Y | +436.7% | +413.1% | +23.6% | +226.1% |
| All | +957.8% | +1,378.8% | -421.0% | +455.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling