+1,446.3%
AAOI vs TOST
-50.3%
+1,496.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -2.2% |
| 7D | +4.7% | -4.7% | +9.3% | +6.7% |
| 30D | -18.7% | -9.1% | -9.7% | -16.0% |
| 3M | -33.7% | +29.8% | -63.5% | -41.9% |
| 6M | -2.4% | +10.0% | -12.5% | -10.0% |
| YTD | +209.6% | -8.6% | +218.2% | +203.8% |
| 1Y | +355.0% | -20.7% | +375.7% | +377.6% |
| 3Y | +814.7% | +55.7% | +759.0% | +659.2% |
| All | +1,446.3% | -50.3% | +1,496.6% | +1,228.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling