+937.0%
AAOI vs TRMB
+91.2%
+845.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -3.6% |
| 7D | +2.9% | -5.4% | +8.3% | +6.7% |
| 30D | -23.1% | -2.0% | -21.1% | -23.0% |
| 3M | -41.0% | +12.3% | -53.4% | -47.4% |
| 6M | -14.3% | -17.6% | +3.3% | -5.7% |
| YTD | +196.3% | -27.5% | +223.8% | +251.7% |
| 1Y | +272.6% | -29.1% | +301.7% | +356.8% |
| 3Y | +775.3% | +11.5% | +763.8% | +750.4% |
| 5Y | +1,290.2% | -39.5% | +1,329.6% | +1,810.7% |
| 10Y | +426.2% | +118.6% | +307.6% | +274.1% |
| All | +937.0% | +91.2% | +845.9% | +690.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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