-2.4%
AAOI vs RRC
+0.1%
-2.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -3.2% |
| 7D | +4.7% | -1.7% | +6.4% | +4.8% |
| 30D | -18.7% | +3.6% | -22.3% | -19.0% |
| 3M | -33.7% | +8.8% | -42.6% | -35.0% |
| 6M | -2.4% | +0.8% | -3.2% | -1.5% |
| All | -2.4% | +0.1% | -2.5% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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