-17.0%
AAOI vs RIOT
+46.3%
-63.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +0.3% |
| 7D | -0.2% | -1.5% | +1.4% | +0.9% |
| 30D | -23.7% | +5.7% | -29.4% | -27.3% |
| 3M | -39.0% | -17.9% | -21.2% | -32.1% |
| 6M | -17.0% | +45.0% | -62.0% | -42.6% |
| All | -17.0% | +46.3% | -63.3% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIOT.
Daily Out/Under-Performance
Portfolio return minus RIOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIOT 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 6mo: compounded portfolio wealth divided by compounded RIOT 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…
6mo analysis · Full analysis span regression · 6 months rolling