-2.4%
AAOI vs RVTY
+37.8%
-40.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -3.7% |
| 7D | +4.7% | -5.4% | +10.1% | +3.6% |
| 30D | -18.7% | +6.7% | -25.5% | -17.3% |
| 3M | -33.7% | +19.0% | -52.7% | -30.2% |
| 6M | -2.4% | +34.6% | -37.1% | +0.3% |
| All | -2.4% | +37.8% | -40.2% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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