+100.9%
AAOI vs RUN
-53.7%
+154.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.3% | -8.6% | -7.3% |
| 7D | -27.9% | +18.5% | -46.4% | -27.9% |
| 30D | -51.2% | +15.5% | -66.8% | -51.2% |
| 3M | -55.0% | -20.3% | -34.7% | -55.4% |
| 6M | -65.7% | -30.8% | -34.9% | -66.8% |
| YTD | +70.0% | -52.2% | +122.3% | +39.4% |
| 1Y | +100.9% | -53.9% | +154.8% | +64.4% |
| All | +100.9% | -53.7% | +154.7% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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