+804.4%
AAOI vs TRV
+146.6%
+657.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +2.0% |
| 7D | -0.2% | +1.9% | -2.1% | -0.2% |
| 30D | -23.7% | +1.7% | -25.4% | -23.7% |
| 3M | -39.0% | +23.9% | -62.9% | -40.5% |
| 6M | -17.0% | +26.3% | -43.3% | -20.0% |
| YTD | +202.2% | +30.8% | +171.4% | +187.0% |
| 1Y | +292.4% | +36.3% | +256.1% | +262.7% |
| 3Y | +804.4% | +145.0% | +659.4% | +753.4% |
| All | +804.4% | +146.6% | +657.8% | +753.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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