+416.0%
AAOI vs RCAT
-98.5%
+514.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.0% |
| 7D | -0.2% | -4.9% | +4.7% | 0.0% |
| 30D | -23.7% | -22.9% | -0.8% | -23.2% |
| 3M | -39.0% | -33.7% | -5.3% | -38.4% |
| 6M | -17.0% | -50.7% | +33.7% | -15.9% |
| YTD | +202.2% | +0.4% | +201.9% | +202.1% |
| 1Y | +292.4% | -27.6% | +320.0% | +294.6% |
| 3Y | +804.4% | +753.2% | +51.2% | +783.4% |
| 5Y | +1,318.0% | +183.3% | +1,134.8% | +1,289.5% |
| All | +416.0% | -98.5% | +514.5% | +391.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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