+1,314.2%
AAOI vs TT
+144.9%
+1,169.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.3% |
| 7D | -0.2% | -1.2% | +1.0% | +1.3% |
| 30D | -23.7% | -7.3% | -16.4% | -16.3% |
| 3M | -39.0% | -3.6% | -35.4% | -35.1% |
| 6M | -17.0% | +2.8% | -19.9% | -17.2% |
| YTD | +202.2% | +14.5% | +187.7% | +168.0% |
| 1Y | +292.4% | +7.4% | +285.0% | +279.9% |
| 3Y | +804.4% | +116.2% | +688.1% | +491.9% |
| All | +1,314.2% | +144.9% | +1,169.3% | +679.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 5y: compounded portfolio wealth divided by compounded TT 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…
5y analysis · Full analysis span regression · 6 months rolling