+937.0%
AAOI vs RRC
-40.7%
+977.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.4% |
| 7D | +2.9% | -1.2% | +4.1% | +3.2% |
| 30D | -23.1% | +3.0% | -26.1% | -23.8% |
| 3M | -41.0% | +7.3% | -48.3% | -42.6% |
| 6M | -14.3% | +3.6% | -17.8% | -15.5% |
| YTD | +196.3% | +19.4% | +176.9% | +183.5% |
| 1Y | +272.6% | +21.4% | +251.2% | +255.3% |
| 3Y | +775.3% | +32.8% | +742.6% | +731.4% |
| 5Y | +1,290.2% | +152.0% | +1,138.2% | +1,007.7% |
| 10Y | +426.2% | +5.9% | +420.3% | +296.9% |
| All | +937.0% | -40.7% | +977.8% | +751.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling