+804.4%
AAOI vs TMO
+19.5%
+784.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.3% |
| 7D | -0.2% | -0.6% | +0.5% | +0.2% |
| 30D | -23.7% | +1.1% | -24.8% | -24.5% |
| 3M | -39.0% | +28.3% | -67.4% | -49.6% |
| 6M | -17.0% | +23.3% | -40.3% | -30.8% |
| YTD | +202.2% | +5.5% | +196.8% | +189.2% |
| 1Y | +292.4% | +24.5% | +267.9% | +217.8% |
| 3Y | +804.4% | +19.6% | +784.8% | +483.7% |
| All | +804.4% | +19.5% | +784.9% | +483.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 3y: compounded portfolio wealth divided by compounded TMO 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…
3y analysis · Full analysis span regression · 6 months rolling