+957.8%
AAOI vs RIO
+386.8%
+571.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.7% |
| 7D | -0.2% | -3.2% | +3.0% | +1.5% |
| 30D | -23.7% | +0.9% | -24.6% | -24.1% |
| 3M | -39.0% | -1.4% | -37.6% | -38.2% |
| 6M | -17.0% | +10.9% | -28.0% | -19.4% |
| YTD | +202.2% | +31.2% | +171.0% | +172.0% |
| 1Y | +292.4% | +67.9% | +224.5% | +220.1% |
| 3Y | +804.4% | +88.8% | +715.6% | +601.4% |
| 5Y | +1,318.0% | +93.1% | +1,224.9% | +953.4% |
| 10Y | +436.7% | +593.0% | -156.2% | +129.4% |
| All | +957.8% | +386.8% | +571.1% | +355.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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