+100.9%
AAOI vs TTD
-72.7%
+173.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.9% | -10.2% | -6.8% |
| 7D | -27.9% | +3.7% | -31.6% | -27.4% |
| 30D | -51.2% | +10.4% | -61.7% | -50.0% |
| 3M | -55.0% | -31.6% | -23.4% | -56.1% |
| 6M | -65.7% | -45.1% | -20.6% | -66.0% |
| YTD | +70.0% | -65.1% | +135.2% | +71.8% |
| 1Y | +100.9% | -72.0% | +172.9% | +132.1% |
| All | +100.9% | -72.7% | +173.6% | +132.1% |
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