-14.3%
AAOI vs RUN
-25.0%
+10.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.9% | -2.4% | -3.3% |
| 7D | +2.9% | -3.4% | +6.3% | +4.8% |
| 30D | -23.1% | -14.0% | -9.1% | -16.8% |
| 3M | -41.0% | -27.5% | -13.5% | -31.3% |
| 6M | -14.3% | -29.0% | +14.7% | -5.6% |
| All | -14.3% | -25.0% | +10.7% | -5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling