+804.4%
AAOI vs TSEM
+645.3%
+159.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +0.3% |
| 7D | -0.2% | -4.9% | +4.7% | +5.2% |
| 30D | -23.7% | -18.7% | -5.0% | -3.9% |
| 3M | -39.0% | -18.1% | -20.9% | -24.2% |
| 6M | -17.0% | +77.1% | -94.1% | -57.5% |
| YTD | +202.2% | +80.1% | +122.1% | +55.1% |
| 1Y | +292.4% | +220.4% | +72.0% | +0.8% |
| 3Y | +804.4% | +650.1% | +154.3% | -26.0% |
| All | +804.4% | +645.3% | +159.1% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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