+100.9%
AAOI vs RBA
-2.0%
+102.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.1% | -9.4% | -7.3% |
| 7D | -27.9% | +12.7% | -40.6% | -28.2% |
| 30D | -51.2% | +15.5% | -66.8% | -51.5% |
| 3M | -55.0% | -14.0% | -40.9% | -52.0% |
| 6M | -65.7% | -8.8% | -56.9% | -64.9% |
| YTD | +70.0% | -6.9% | +76.9% | +55.5% |
| 1Y | +100.9% | -3.0% | +103.9% | +78.8% |
| All | +100.9% | -2.0% | +102.9% | +78.8% |
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