+100.9%
AAOI vs THC
+46.1%
+54.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +9.6% | -16.9% | -4.9% |
| 7D | -27.9% | +8.8% | -36.8% | -26.1% |
| 30D | -51.2% | +12.6% | -63.9% | -49.6% |
| 3M | -55.0% | +15.4% | -70.3% | -53.1% |
| 6M | -65.7% | +57.7% | -123.4% | -61.6% |
| YTD | +70.0% | +47.1% | +23.0% | +92.4% |
| 1Y | +100.9% | +40.7% | +60.2% | +135.0% |
| All | +100.9% | +46.1% | +54.8% | +135.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 1y: compounded portfolio wealth divided by compounded THC 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…
1y analysis · Full analysis span regression · 6 months rolling