+1,020.0%
AAOI vs RL
+167.8%
+852.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +6.2% |
| 7D | +7.9% | +1.9% | +6.0% | +7.0% |
| 30D | -17.8% | -12.2% | -5.5% | -13.1% |
| 3M | -43.3% | -6.6% | -36.6% | -42.4% |
| 6M | +16.7% | +3.2% | +13.6% | +13.3% |
| YTD | +220.0% | -1.3% | +221.3% | +212.7% |
| 1Y | +372.1% | +13.6% | +358.5% | +334.3% |
| 3Y | +845.3% | +210.9% | +634.5% | +529.8% |
| 5Y | +1,333.8% | +246.9% | +1,087.0% | +796.7% |
| 10Y | +457.2% | +310.1% | +147.1% | +214.8% |
| All | +1,020.0% | +167.8% | +852.1% | +577.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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