+416.0%
AAOI vs RBA
+206.5%
+209.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.8% | -1.8% | +0.8% |
| 7D | -0.2% | +0.1% | -0.2% | -0.2% |
| 30D | -23.7% | -2.9% | -20.8% | -23.2% |
| 3M | -39.0% | -20.9% | -18.1% | -35.0% |
| 6M | -17.0% | -17.7% | +0.6% | -12.8% |
| YTD | +202.2% | -18.2% | +220.4% | +216.5% |
| 1Y | +292.4% | -29.1% | +321.5% | +332.9% |
| 3Y | +804.4% | +29.5% | +774.8% | +733.6% |
| 5Y | +1,318.0% | +40.2% | +1,277.8% | +1,115.2% |
| All | +416.0% | +206.5% | +209.5% | +196.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling