+352.5%
AAOI vs TTD
-73.2%
+425.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.4% | +9.5% | +4.6% |
| 7D | -0.7% | +6.3% | -7.0% | +0.1% |
| 30D | -17.9% | -23.9% | +6.0% | -18.6% |
| 3M | -48.0% | -31.4% | -16.6% | -48.0% |
| 6M | +5.8% | -42.7% | +48.5% | +7.9% |
| YTD | +202.7% | -62.0% | +264.7% | +220.7% |
| 1Y | +352.5% | -72.2% | +424.7% | +420.3% |
| All | +352.5% | -73.2% | +425.7% | +420.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 1y: compounded portfolio wealth divided by compounded TTD 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…
1y analysis · Full analysis span regression · 6 months rolling