+1,314.2%
AAOI vs THC
+258.1%
+1,056.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -0.2% | -0.5% | +0.4% | -0.1% |
| 30D | -23.7% | -1.2% | -22.5% | -23.6% |
| 3M | -39.0% | +52.3% | -91.3% | -49.0% |
| 6M | -17.0% | +12.4% | -29.5% | -22.1% |
| YTD | +202.2% | +32.7% | +169.5% | +160.8% |
| 1Y | +292.4% | +36.4% | +256.0% | +233.3% |
| 3Y | +804.4% | +259.3% | +545.1% | +380.5% |
| All | +1,314.2% | +258.1% | +1,056.1% | +635.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling