-17.0%
AAOI vs TTMI
+31.9%
-49.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.4% | -1.3% | -1.4% |
| 7D | -0.2% | +0.7% | -0.8% | -0.8% |
| 30D | -23.7% | -8.4% | -15.3% | -16.3% |
| 3M | -39.0% | -32.5% | -6.6% | -11.2% |
| 6M | -17.0% | +32.5% | -49.5% | -42.5% |
| All | -17.0% | +31.9% | -49.0% | -42.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling