+48.8%
AAOI vs RGTI
-72.9%
+121.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | -12.1% | -8.8% | -13.5% |
| 7D | -40.8% | -18.3% | -22.5% | -32.1% |
| 30D | -64.0% | -35.1% | -28.9% | -52.6% |
| 3M | -63.5% | -41.3% | -22.2% | -49.3% |
| 6M | -74.0% | -46.1% | -27.9% | -61.8% |
| YTD | +34.5% | -55.5% | +90.0% | +106.1% |
| 1Y | +48.8% | -73.6% | +122.4% | +181.1% |
| All | +48.8% | -72.9% | +121.7% | +181.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 1y: compounded portfolio wealth divided by compounded RGTI 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…
1y analysis · Full analysis span regression · 6 months rolling