+416.0%
AAOI vs TKO
+989.7%
-573.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.7% | +1.9% |
| 7D | -0.2% | +2.3% | -2.5% | -0.9% |
| 30D | -23.7% | -2.5% | -21.2% | -23.3% |
| 3M | -39.0% | -10.6% | -28.4% | -37.1% |
| 6M | -17.0% | -5.1% | -12.0% | -16.9% |
| YTD | +202.2% | -8.2% | +210.5% | +203.9% |
| 1Y | +292.4% | -4.4% | +296.8% | +288.6% |
| 3Y | +804.4% | +100.4% | +704.0% | +592.4% |
| 5Y | +1,318.0% | +294.3% | +1,023.7% | +789.3% |
| All | +416.0% | +989.7% | -573.7% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 10y: compounded portfolio wealth divided by compounded TKO 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…
10y analysis · Full analysis span regression · 6 months rolling