+88.1%
AAOI vs RSG
+19.1%
+69.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.0% | -8.4% | -5.1% |
| 7D | -27.9% | +5.1% | -33.1% | -18.9% |
| 30D | -51.2% | +15.3% | -66.6% | -32.6% |
| 3M | -55.0% | +18.2% | -73.2% | -34.3% |
| 6M | -65.7% | +19.2% | -84.9% | -47.3% |
| YTD | +70.0% | +16.8% | +53.2% | +195.6% |
| All | +88.1% | +19.1% | +69.0% | +234.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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