+983.6%
AAOI vs THC
+567.4%
+416.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.9% | -7.1% | -4.2% |
| 7D | +4.7% | +4.1% | +0.6% | +3.6% |
| 30D | -18.7% | +3.5% | -22.3% | -19.6% |
| 3M | -33.7% | +61.7% | -95.5% | -42.6% |
| 6M | -2.4% | +11.8% | -14.3% | -7.4% |
| YTD | +209.6% | +35.4% | +174.2% | +177.2% |
| 1Y | +355.0% | +37.0% | +318.0% | +305.2% |
| 3Y | +814.7% | +260.1% | +554.6% | +527.5% |
| 5Y | +1,298.1% | +262.6% | +1,035.5% | +828.9% |
| 10Y | +449.8% | +1,039.2% | -589.4% | +143.8% |
| All | +983.6% | +567.4% | +416.3% | +495.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling