+1,251.2%
AAOI vs PATH
-76.4%
+1,327.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -16.6% | +21.8% | +13.0% |
| 7D | -0.7% | -16.3% | +15.6% | +6.6% |
| 30D | -17.9% | +9.9% | -27.8% | -23.9% |
| 3M | -48.0% | +30.2% | -78.1% | -56.0% |
| 6M | +5.8% | +37.2% | -31.4% | -16.7% |
| YTD | +202.7% | -7.3% | +210.0% | +187.3% |
| 1Y | +352.5% | +40.0% | +312.5% | +234.0% |
| 3Y | +657.0% | -4.4% | +661.4% | +582.6% |
| All | +1,251.2% | -76.4% | +1,327.6% | +1,705.6% |
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