+416.0%
AAOI vs TXN
+432.6%
-16.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.8% | -1.8% | -1.5% |
| 7D | -0.2% | +4.0% | -4.1% | -3.7% |
| 30D | -23.7% | -2.9% | -20.8% | -20.7% |
| 3M | -39.0% | -9.1% | -29.9% | -31.8% |
| 6M | -17.0% | +36.6% | -53.7% | -37.4% |
| YTD | +202.2% | +57.5% | +144.8% | +100.0% |
| 1Y | +292.4% | +49.5% | +242.9% | +175.1% |
| 3Y | +804.4% | +76.5% | +727.8% | +482.4% |
| 5Y | +1,318.0% | +62.4% | +1,255.6% | +867.8% |
| All | +416.0% | +432.6% | -16.6% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 10y: compounded portfolio wealth divided by compounded TXN 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…
10y analysis · Full analysis span regression · 6 months rolling