+100.9%
AAOI vs PATH
-10.3%
+111.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.9% | -10.2% | -7.5% |
| 7D | -27.9% | -4.8% | -23.1% | -27.7% |
| 30D | -51.2% | +2.7% | -53.9% | -51.2% |
| 3M | -55.0% | -4.2% | -50.8% | -55.6% |
| 6M | -65.7% | +24.7% | -90.5% | -66.3% |
| YTD | +70.0% | -17.6% | +87.6% | +89.4% |
| 1Y | +100.9% | -5.3% | +106.2% | +106.4% |
| All | +100.9% | -10.3% | +111.2% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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