+1,314.2%
AAOI vs RCAT
+182.3%
+1,132.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.3% |
| 7D | -0.2% | -4.9% | +4.7% | +0.9% |
| 30D | -23.7% | -22.9% | -0.8% | -19.3% |
| 3M | -39.0% | -33.7% | -5.3% | -33.2% |
| 6M | -17.0% | -50.7% | +33.7% | -6.0% |
| YTD | +202.2% | +0.4% | +201.9% | +195.6% |
| 1Y | +292.4% | -27.6% | +320.0% | +305.7% |
| 3Y | +804.4% | +753.2% | +51.2% | +668.8% |
| All | +1,314.2% | +182.3% | +1,132.0% | +1,106.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling