+726.4%
AAOI vs RVMD
+622.3%
+104.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -0.2% | -3.0% | +2.8% | +0.7% |
| 30D | -23.7% | -0.7% | -23.0% | -23.6% |
| 3M | -39.0% | +36.5% | -75.6% | -43.9% |
| 6M | -17.0% | +104.6% | -121.7% | -33.8% |
| YTD | +202.2% | +155.8% | +46.4% | +120.0% |
| 1Y | +292.4% | +340.7% | -48.3% | +141.9% |
| 3Y | +804.4% | +519.9% | +284.5% | +388.6% |
| 5Y | +1,318.0% | +584.9% | +733.1% | +579.3% |
| All | +726.4% | +622.3% | +104.0% | +239.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling