+983.6%
AAOI vs RCAT
-99.8%
+1,083.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.5% | +3.3% | -3.1% |
| 7D | +4.7% | -2.3% | +6.9% | +4.7% |
| 30D | -18.7% | -18.7% | 0.0% | -18.4% |
| 3M | -33.7% | -29.3% | -4.5% | -33.2% |
| 6M | -2.4% | -42.3% | +39.9% | -1.5% |
| YTD | +209.6% | +2.5% | +207.1% | +209.4% |
| 1Y | +355.0% | -5.7% | +360.7% | +355.3% |
| 3Y | +814.7% | +764.9% | +49.8% | +795.5% |
| 5Y | +1,298.1% | +182.3% | +1,115.8% | +1,272.8% |
| 10Y | +449.8% | -98.5% | +548.3% | +418.2% |
| All | +983.6% | -99.8% | +1,083.5% | +986.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling