+937.0%
AAOI vs TRV
+467.1%
+470.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -4.5% |
| 7D | +2.9% | -1.5% | +4.4% | +3.4% |
| 30D | -23.1% | -1.8% | -21.3% | -22.8% |
| 3M | -41.0% | +21.6% | -62.6% | -45.8% |
| 6M | -14.3% | +22.5% | -36.7% | -22.5% |
| YTD | +196.3% | +28.1% | +168.2% | +161.6% |
| 1Y | +272.6% | +37.0% | +235.6% | +216.7% |
| 3Y | +775.3% | +141.9% | +633.5% | +475.6% |
| 5Y | +1,290.2% | +158.5% | +1,131.7% | +736.1% |
| 10Y | +426.2% | +297.5% | +128.6% | +117.5% |
| All | +937.0% | +467.1% | +470.0% | +229.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling