+352.5%
AAOI vs RBA
-26.5%
+379.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +5.1% |
| 7D | -0.7% | -2.9% | +2.3% | -0.1% |
| 30D | -17.9% | -12.3% | -5.6% | -15.0% |
| 3M | -48.0% | -20.5% | -27.5% | -46.2% |
| 6M | +5.8% | -18.5% | +24.4% | +8.0% |
| YTD | +202.7% | -18.2% | +221.0% | +200.2% |
| 1Y | +352.5% | -27.5% | +380.0% | +347.5% |
| All | +352.5% | -26.5% | +379.1% | +347.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling