-2.4%
AAOI vs RSP
+10.2%
-12.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.3% | -1.4% |
| 7D | +4.7% | -1.8% | +6.5% | +8.0% |
| 30D | -18.7% | -2.5% | -16.2% | -15.3% |
| 3M | -33.7% | +3.0% | -36.7% | -38.3% |
| 6M | -2.4% | +8.9% | -11.3% | -20.7% |
| All | -2.4% | +10.2% | -12.7% | -20.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling