+957.8%
AAOI vs RRX
+192.4%
+765.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.7% | -0.7% |
| 7D | -0.2% | -0.3% | +0.2% | +0.1% |
| 30D | -23.7% | -6.1% | -17.6% | -19.5% |
| 3M | -39.0% | -23.1% | -16.0% | -25.1% |
| 6M | -17.0% | -19.5% | +2.5% | -1.9% |
| YTD | +202.2% | +16.1% | +186.2% | +168.7% |
| 1Y | +292.4% | +12.9% | +279.5% | +262.4% |
| 3Y | +804.4% | +7.9% | +796.4% | +764.7% |
| 5Y | +1,318.0% | +19.1% | +1,298.9% | +1,131.3% |
| 10Y | +436.7% | +225.8% | +210.9% | +99.6% |
| All | +957.8% | +192.4% | +765.4% | +331.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling