+416.0%
AAOI vs TDY
+479.2%
-63.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +0.9% |
| 7D | -0.2% | -1.1% | +1.0% | +0.8% |
| 30D | -23.7% | -12.0% | -11.6% | -14.2% |
| 3M | -39.0% | -3.2% | -35.8% | -35.9% |
| 6M | -17.0% | -7.9% | -9.2% | -8.3% |
| YTD | +202.2% | +18.2% | +184.0% | +171.5% |
| 1Y | +292.4% | +6.7% | +285.7% | +287.3% |
| 3Y | +804.4% | +47.5% | +756.8% | +634.5% |
| 5Y | +1,318.0% | +39.5% | +1,278.5% | +1,100.3% |
| All | +416.0% | +479.2% | -63.3% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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