+957.8%
AAOI vs TMO
+587.6%
+370.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -48.7% |
| 6M | -17.0% | +23.3% | -40.3% | -29.8% |
| YTD | +202.2% | +5.5% | +196.8% | +182.5% |
| 1Y | +292.4% | +24.5% | +267.9% | +227.8% |
| 3Y | +804.4% | +19.6% | +784.8% | +676.6% |
| 5Y | +1,318.0% | +8.1% | +1,309.9% | +1,195.0% |
| 10Y | +436.7% | +336.7% | +100.0% | +95.0% |
| All | +957.8% | +587.6% | +370.2% | +227.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling