+416.0%
AAOI vs TTMI
+1,127.6%
-711.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.4% | -1.3% | -0.3% |
| 7D | -0.2% | +0.7% | -0.8% | -0.6% |
| 30D | -23.7% | -8.4% | -15.3% | -18.4% |
| 3M | -39.0% | -32.5% | -6.6% | -18.5% |
| 6M | -17.0% | +32.5% | -49.5% | -27.7% |
| YTD | +202.2% | +83.2% | +119.0% | +114.3% |
| 1Y | +292.4% | +161.7% | +130.7% | +123.4% |
| 3Y | +804.4% | +890.1% | -85.8% | +159.8% |
| 5Y | +1,318.0% | +832.4% | +485.6% | +298.4% |
| All | +416.0% | +1,127.6% | -711.6% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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