+105.0%
AAOI vs RBRK
+47.9%
+57.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.2% | -1.2% | +2.5% |
| 7D | -16.6% | -3.0% | -13.6% | -15.3% |
| 30D | -52.5% | -11.1% | -41.4% | -50.5% |
| 3M | -61.6% | +23.5% | -85.1% | -62.4% |
| 6M | -65.0% | +78.4% | -143.4% | -67.5% |
| YTD | +49.5% | +45.4% | +4.0% | +58.2% |
| All | +105.0% | +47.9% | +57.0% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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