+804.4%
AAOI vs RSP
+52.2%
+752.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | -0.6% |
| 7D | -0.2% | -1.9% | +1.7% | +6.1% |
| 30D | -23.7% | -2.8% | -20.9% | -17.1% |
| 3M | -39.0% | +2.8% | -41.9% | -45.1% |
| 6M | -17.0% | +10.2% | -27.2% | -40.5% |
| YTD | +202.2% | +13.1% | +189.2% | +94.6% |
| 1Y | +292.4% | +14.8% | +277.6% | +149.0% |
| 3Y | +804.4% | +52.6% | +751.8% | +139.6% |
| All | +804.4% | +52.2% | +752.2% | +139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 3y: compounded portfolio wealth divided by compounded RSP 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…
3y analysis · Full analysis span regression · 6 months rolling