+1,314.2%
AAOI vs TKO
+291.2%
+1,023.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.7% | +1.8% |
| 7D | -0.2% | +2.3% | -2.5% | -1.2% |
| 30D | -23.7% | -2.5% | -21.2% | -23.1% |
| 3M | -39.0% | -10.6% | -28.4% | -36.3% |
| 6M | -17.0% | -5.1% | -12.0% | -17.0% |
| YTD | +202.2% | -8.2% | +210.5% | +204.1% |
| 1Y | +292.4% | -4.4% | +296.8% | +284.4% |
| 3Y | +804.4% | +100.4% | +704.0% | +480.4% |
| All | +1,314.2% | +291.2% | +1,023.0% | +606.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling