+1,314.2%
AAOI vs CAT
+330.6%
+983.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +0.3% |
| 7D | -0.2% | +0.6% | -0.7% | -0.6% |
| 30D | -23.7% | -4.3% | -19.4% | -19.3% |
| 3M | -39.0% | -8.6% | -30.4% | -31.0% |
| 6M | -17.0% | +16.1% | -33.2% | -24.6% |
| YTD | +202.2% | +43.8% | +158.5% | +126.2% |
| 1Y | +292.4% | +91.5% | +200.9% | +130.2% |
| 3Y | +804.4% | +202.7% | +601.7% | +289.1% |
| All | +1,314.2% | +330.6% | +983.6% | +429.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling