+983.6%
AAOI vs CAT
+1,229.2%
-245.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.6% |
| 7D | +4.7% | +2.9% | +1.7% | +2.5% |
| 30D | -18.7% | -2.6% | -16.1% | -16.4% |
| 3M | -33.7% | -10.7% | -23.1% | -26.4% |
| 6M | -2.4% | +16.1% | -18.6% | -8.3% |
| YTD | +209.6% | +43.2% | +166.4% | +153.3% |
| 1Y | +355.0% | +96.8% | +258.2% | +205.6% |
| 3Y | +814.7% | +201.4% | +613.3% | +401.3% |
| 5Y | +1,298.1% | +332.7% | +965.4% | +520.9% |
| 10Y | +449.8% | +1,157.1% | -707.3% | +10.8% |
| All | +983.6% | +1,229.2% | -245.6% | +119.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling