+352.5%
AAOI vs CAT
+97.5%
+255.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.4% | +3.0% |
| 7D | -0.7% | +1.7% | -2.4% | -2.7% |
| 30D | -17.9% | -6.6% | -11.4% | -9.8% |
| 3M | -48.0% | -13.3% | -34.7% | -37.0% |
| 6M | +5.8% | +11.6% | -5.8% | -0.9% |
| YTD | +202.7% | +42.9% | +159.8% | +118.3% |
| 1Y | +352.5% | +95.4% | +257.1% | +172.6% |
| All | +352.5% | +97.5% | +255.0% | +172.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 1y: compounded portfolio wealth divided by compounded CAT 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…
1y analysis · Full analysis span regression · 6 months rolling