+352.5%
AAOI vs PATH
+39.0%
+313.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -16.6% | +21.8% | +8.5% |
| 7D | -0.7% | -16.3% | +15.6% | +2.5% |
| 30D | -17.9% | +9.9% | -27.8% | -21.3% |
| 3M | -48.0% | +30.2% | -78.1% | -52.1% |
| 6M | +5.8% | +37.2% | -31.4% | -5.2% |
| YTD | +202.7% | -7.3% | +210.0% | +222.7% |
| 1Y | +352.5% | +40.0% | +312.5% | +311.4% |
| All | +352.5% | +39.0% | +313.6% | +311.4% |
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