+726.0%
AAOI vs PATH
-75.6%
+801.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.9% | -6.2% |
| 7D | -0.5% | +2.1% | -2.6% | -1.3% |
| 30D | -42.1% | +1.6% | -43.7% | -42.3% |
| 3M | -61.6% | -20.4% | -41.2% | -58.5% |
| 6M | -77.6% | +40.1% | -117.8% | -82.2% |
| YTD | +43.1% | -19.0% | +62.2% | +43.7% |
| 1Y | +138.6% | -5.8% | +144.4% | +115.7% |
| 3Y | +353.5% | -22.9% | +376.5% | +351.0% |
| All | +726.0% | -75.6% | +801.5% | +1,045.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling