+804.4%
AAOI vs TTD
-83.1%
+887.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -25.9% |
| 3M | -39.0% | -24.1% | -14.9% | -35.7% |
| 6M | -17.0% | -47.4% | +30.4% | -0.8% |
| YTD | +202.2% | -62.2% | +264.5% | +309.8% |
| 1Y | +292.4% | -68.3% | +360.7% | +482.0% |
| 3Y | +804.4% | -83.4% | +887.8% | +1,031.1% |
| All | +804.4% | -83.1% | +887.5% | +1,031.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling