+1,308.5%
AAOI vs PATH
-78.6%
+1,387.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -7.8% | +13.5% | +9.2% |
| 7D | +7.9% | -22.8% | +30.7% | +19.2% |
| 30D | -17.8% | -6.9% | -10.8% | -17.8% |
| 3M | -43.3% | +25.4% | -68.7% | -51.2% |
| 6M | +16.7% | +18.1% | -1.4% | -0.4% |
| YTD | +220.0% | -14.5% | +234.5% | +214.7% |
| 1Y | +372.1% | +18.7% | +353.3% | +283.7% |
| 3Y | +845.3% | -24.2% | +869.5% | +848.6% |
| 5Y | +1,333.8% | -75.2% | +1,409.0% | +1,687.4% |
| All | +1,308.5% | -78.6% | +1,387.1% | +1,690.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling