+433.8%
AAOI vs PATH
-25.0%
+458.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +4.0% |
| 7D | -16.6% | -2.7% | -13.9% | -15.2% |
| 30D | -52.5% | -3.7% | -48.8% | -51.3% |
| 3M | -61.6% | -13.8% | -47.8% | -60.5% |
| 6M | -65.0% | +20.3% | -85.3% | -71.1% |
| YTD | +49.5% | -20.8% | +70.3% | +54.0% |
| 1Y | +82.4% | -9.2% | +91.6% | +63.8% |
| 3Y | +433.8% | -21.8% | +455.6% | +400.9% |
| All | +433.8% | -25.0% | +458.8% | +400.9% |
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 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