+48.8%
AAOI vs RRX
+19.1%
+29.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | -7.5% | -13.3% | -13.7% |
| 7D | -40.8% | -2.0% | -38.8% | -39.1% |
| 30D | -64.0% | -3.6% | -60.3% | -61.9% |
| 3M | -63.5% | -12.3% | -51.2% | -57.8% |
| 6M | -74.0% | -27.5% | -46.5% | -65.2% |
| YTD | +34.5% | +14.9% | +19.6% | +15.2% |
| 1Y | +48.8% | +17.4% | +31.4% | +29.9% |
| All | +48.8% | +19.1% | +29.8% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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