+826.4%
AAOI vs TOST
+53.6%
+772.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -1.8% |
| 7D | +4.7% | -4.7% | +9.3% | +7.6% |
| 30D | -18.7% | -9.1% | -9.7% | -14.9% |
| 3M | -33.7% | +29.8% | -63.5% | -45.5% |
| 6M | -2.4% | +10.0% | -12.5% | -13.5% |
| YTD | +209.6% | -8.6% | +218.2% | +204.0% |
| 1Y | +355.0% | -20.7% | +375.7% | +400.1% |
| All | +826.4% | +53.6% | +772.8% | +527.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling