+957.8%
AAOI vs ATI
+587.7%
+370.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -0.2% | -5.6% | +5.5% | +2.0% |
| 30D | -23.7% | -13.7% | -10.0% | -19.2% |
| 3M | -39.0% | -0.4% | -38.7% | -38.2% |
| 6M | -17.0% | +26.2% | -43.3% | -22.3% |
| YTD | +202.2% | +73.2% | +129.0% | +155.2% |
| 1Y | +292.4% | +161.6% | +130.8% | +190.3% |
| 3Y | +804.4% | +346.2% | +458.2% | +481.9% |
| 5Y | +1,318.0% | +1,047.6% | +270.4% | +595.3% |
| 10Y | +436.7% | +1,130.0% | -693.3% | +127.0% |
| All | +957.8% | +587.7% | +370.2% | +385.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling