+416.0%
AAOI vs RIG
-41.2%
+457.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.4% |
| 7D | -0.2% | -3.1% | +2.9% | +0.5% |
| 30D | -23.7% | -0.5% | -23.2% | -23.6% |
| 3M | -39.0% | -6.0% | -33.1% | -38.3% |
| 6M | -17.0% | -10.1% | -6.9% | -15.6% |
| YTD | +202.2% | +37.3% | +164.9% | +176.9% |
| 1Y | +292.4% | +73.9% | +218.5% | +239.4% |
| 3Y | +804.4% | -30.2% | +834.6% | +824.6% |
| 5Y | +1,318.0% | +62.5% | +1,255.6% | +1,064.5% |
| All | +416.0% | -41.2% | +457.1% | +309.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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