+1,411.9%
AAOI vs TOST
-48.0%
+1,459.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.1% | +5.1% |
| 7D | -0.7% | -3.4% | +2.8% | +0.8% |
| 30D | -17.9% | -2.4% | -15.5% | -17.7% |
| 3M | -48.0% | +34.6% | -82.6% | -55.2% |
| 6M | +5.8% | +15.2% | -9.4% | -4.4% |
| YTD | +202.7% | -4.4% | +207.1% | +191.7% |
| 1Y | +352.5% | -17.4% | +369.9% | +367.4% |
| 3Y | +657.0% | +54.5% | +602.6% | +527.3% |
| All | +1,411.9% | -48.0% | +1,459.9% | +1,174.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling