+1,020.0%
AAOI vs RBA
+419.4%
+600.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +6.4% |
| 7D | +7.9% | -1.1% | +8.9% | +8.2% |
| 30D | -17.8% | -13.2% | -4.5% | -14.0% |
| 3M | -43.3% | -21.4% | -21.9% | -39.4% |
| 6M | +16.7% | -20.9% | +37.6% | +24.6% |
| YTD | +220.0% | -19.9% | +239.8% | +238.1% |
| 1Y | +372.1% | -28.7% | +400.7% | +421.0% |
| 3Y | +845.3% | +27.4% | +817.9% | +766.0% |
| 5Y | +1,333.8% | +41.7% | +1,292.1% | +1,101.5% |
| 10Y | +457.2% | +189.6% | +267.6% | +224.9% |
| All | +1,020.0% | +419.4% | +600.6% | +416.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling