+983.6%
AAOI vs RVTY
+243.9%
+739.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -1.6% |
| 7D | +4.7% | -5.4% | +10.1% | +8.4% |
| 30D | -18.7% | +6.7% | -25.5% | -22.2% |
| 3M | -33.7% | +19.0% | -52.7% | -42.0% |
| 6M | -2.4% | +34.6% | -37.1% | -24.0% |
| YTD | +209.6% | +28.3% | +181.3% | +145.2% |
| 1Y | +355.0% | +46.0% | +309.0% | +229.2% |
| 3Y | +814.7% | +16.9% | +797.8% | +665.6% |
| 5Y | +1,298.1% | -32.9% | +1,331.0% | +1,556.8% |
| 10Y | +449.8% | +141.6% | +308.2% | +141.5% |
| All | +983.6% | +243.9% | +739.8% | +272.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling