+396.0%
AAOI vs TTD
+382.8%
+13.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.9% |
| 7D | +4.7% | -4.6% | +9.3% | +5.9% |
| 30D | -18.7% | +3.7% | -22.4% | -20.4% |
| 3M | -33.7% | -30.2% | -3.5% | -28.7% |
| 6M | -2.4% | -51.4% | +49.0% | +15.5% |
| YTD | +209.6% | -63.4% | +273.0% | +295.7% |
| 1Y | +355.0% | -73.5% | +428.5% | +543.3% |
| 3Y | +814.7% | -83.5% | +898.1% | +1,305.3% |
| 5Y | +1,298.1% | -80.9% | +1,379.0% | +1,816.2% |
| All | +396.0% | +382.8% | +13.2% | +201.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling