-77.6%
AAOI vs TOST
+50.1%
-127.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.5% | -9.1% | -4.5% |
| 7D | -0.5% | 0.0% | -0.5% | -0.3% |
| 30D | -42.1% | +16.2% | -58.3% | -39.7% |
| 3M | -61.6% | -1.5% | -60.1% | -61.5% |
| 6M | -77.6% | +55.3% | -132.9% | -76.9% |
| All | -77.6% | +50.1% | -127.8% | -76.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling