+786.6%
AAOI vs TAP
-33.1%
+819.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | +2.9% | -5.3% | +8.1% | +3.2% |
| 30D | -23.1% | -7.4% | -15.7% | -22.8% |
| 3M | -41.0% | -4.9% | -36.1% | -41.3% |
| 6M | -14.3% | -14.2% | -0.1% | -11.6% |
| YTD | +196.3% | -14.8% | +211.1% | +203.1% |
| 1Y | +272.6% | -18.1% | +290.7% | +284.6% |
| All | +786.6% | -33.1% | +819.7% | +851.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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