+756.6%
AAOI vs PATH
-7.5%
+764.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -16.6% | +21.8% | +14.0% |
| 7D | -0.7% | -16.3% | +15.6% | +7.5% |
| 30D | -17.9% | +9.9% | -27.8% | -25.1% |
| 3M | -48.0% | +30.2% | -78.1% | -57.3% |
| 6M | +5.8% | +37.2% | -31.4% | -20.5% |
| YTD | +202.7% | -7.3% | +210.0% | +189.4% |
| 1Y | +352.5% | +40.0% | +312.5% | +198.1% |
| All | +756.6% | -7.5% | +764.1% | +648.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling