+384.2%
AAOI vs TTD
+398.8%
-14.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +1.2% |
| 7D | -0.2% | -0.6% | +0.5% | 0.0% |
| 30D | -23.7% | +6.3% | -30.0% | -25.8% |
| 3M | -39.0% | -24.1% | -14.9% | -36.0% |
| 6M | -17.0% | -47.4% | +30.4% | -4.1% |
| YTD | +202.2% | -62.2% | +264.5% | +282.5% |
| 1Y | +292.4% | -68.3% | +360.7% | +427.9% |
| 3Y | +804.4% | -83.4% | +887.8% | +1,289.3% |
| 5Y | +1,318.0% | -80.3% | +1,398.3% | +1,824.3% |
| All | +384.2% | +398.8% | -14.6% | +191.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling