+937.0%
AAOI vs TT
+1,223.5%
-286.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -3.5% |
| 7D | +2.9% | -1.0% | +3.9% | +3.8% |
| 30D | -23.1% | -8.9% | -14.2% | -16.8% |
| 3M | -41.0% | -1.8% | -39.2% | -39.1% |
| 6M | -14.3% | +1.9% | -16.2% | -13.2% |
| YTD | +196.3% | +13.8% | +182.5% | +175.6% |
| 1Y | +272.6% | +6.1% | +266.5% | +270.8% |
| 3Y | +775.3% | +119.6% | +655.8% | +500.3% |
| 5Y | +1,290.2% | +145.9% | +1,144.3% | +777.0% |
| 10Y | +426.2% | +946.9% | -520.7% | +8.4% |
| All | +937.0% | +1,223.5% | -286.4% | +64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling