+786.6%
AAOI vs CAT
+195.1%
+591.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -2.5% |
| 7D | +2.9% | +0.6% | +2.3% | +2.3% |
| 30D | -23.1% | -4.5% | -18.6% | -16.9% |
| 3M | -41.0% | -5.8% | -35.2% | -34.0% |
| 6M | -14.3% | +12.7% | -27.0% | -24.8% |
| YTD | +196.3% | +41.4% | +154.9% | +88.9% |
| 1Y | +272.6% | +92.1% | +180.6% | +53.8% |
| All | +786.6% | +195.1% | +591.5% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling