+352.5%
AAOI vs RNG
+144.7%
+207.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.9% | +9.0% | +5.0% |
| 7D | -0.7% | +5.8% | -6.4% | -0.5% |
| 30D | -17.9% | +19.6% | -37.5% | -17.8% |
| 3M | -48.0% | +67.0% | -115.0% | -48.0% |
| 6M | +5.8% | +88.4% | -82.5% | +4.7% |
| YTD | +202.7% | +155.5% | +47.2% | +164.8% |
| 1Y | +352.5% | +141.7% | +210.9% | +303.1% |
| All | +352.5% | +144.7% | +207.8% | +303.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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