+804.4%
AAOI vs RVMD
+537.4%
+267.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -0.2% | -3.0% | +2.8% | +0.8% |
| 30D | -23.7% | -0.7% | -23.0% | -23.6% |
| 3M | -39.0% | +36.5% | -75.6% | -44.2% |
| 6M | -17.0% | +104.6% | -121.7% | -34.8% |
| YTD | +202.2% | +155.8% | +46.4% | +111.0% |
| 1Y | +292.4% | +340.7% | -48.3% | +118.5% |
| 3Y | +804.4% | +519.9% | +284.5% | +263.4% |
| All | +804.4% | +537.4% | +267.0% | +263.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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