+804.4%
AAOI vs ATI
+341.0%
+463.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | -0.2% | -5.6% | +5.5% | +5.8% |
| 30D | -23.7% | -13.7% | -10.0% | -11.3% |
| 3M | -39.0% | -0.4% | -38.7% | -37.6% |
| 6M | -17.0% | +26.2% | -43.3% | -32.8% |
| YTD | +202.2% | +73.2% | +129.0% | +83.0% |
| 1Y | +292.4% | +161.6% | +130.8% | +63.8% |
| 3Y | +804.4% | +346.2% | +458.2% | +135.0% |
| All | +804.4% | +341.0% | +463.4% | +135.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 3y: compounded portfolio wealth divided by compounded ATI 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…
3y analysis · Full analysis span regression · 6 months rolling