+957.8%
AAOI vs TNA
+121.9%
+836.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.5% |
| 7D | -0.2% | -7.3% | +7.1% | +3.8% |
| 30D | -23.7% | -14.2% | -9.5% | -17.3% |
| 3M | -39.0% | -4.6% | -34.5% | -36.1% |
| 6M | -17.0% | +36.9% | -54.0% | -26.8% |
| YTD | +202.2% | +42.5% | +159.7% | +158.1% |
| 1Y | +292.4% | +45.8% | +246.6% | +239.5% |
| 3Y | +804.4% | +104.7% | +699.7% | +605.0% |
| 5Y | +1,318.0% | -21.7% | +1,339.7% | +1,335.4% |
| 10Y | +436.7% | +83.8% | +352.9% | +174.4% |
| All | +957.8% | +121.9% | +836.0% | +402.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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