+1,314.2%
AAOI vs RBA
+39.4%
+1,274.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.8% | -1.8% | +1.0% |
| 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% | -35.6% |
| 6M | -17.0% | -17.7% | +0.6% | -13.5% |
| YTD | +202.2% | -18.2% | +220.4% | +214.2% |
| 1Y | +292.4% | -29.1% | +321.5% | +326.7% |
| 3Y | +804.4% | +29.5% | +774.8% | +793.5% |
| All | +1,314.2% | +39.4% | +1,274.9% | +1,117.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling