+1,379.8%
AAOI vs TOST
-51.1%
+1,430.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -3.6% |
| 7D | +2.9% | -5.9% | +8.8% | +5.5% |
| 30D | -23.1% | -8.4% | -14.7% | -20.7% |
| 3M | -41.0% | +31.4% | -72.5% | -48.5% |
| 6M | -14.3% | +10.5% | -24.8% | -21.0% |
| YTD | +196.3% | -10.1% | +206.4% | +192.8% |
| 1Y | +272.6% | -19.9% | +292.6% | +289.9% |
| 3Y | +775.3% | +53.3% | +722.1% | +631.5% |
| All | +1,379.8% | -51.1% | +1,430.9% | +1,179.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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