+416.0%
AAOI vs TTWO
+406.5%
+9.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.3% |
| 7D | -0.2% | +0.4% | -0.5% | -0.4% |
| 30D | -23.7% | -11.3% | -12.4% | -19.6% |
| 3M | -39.0% | +1.6% | -40.6% | -40.5% |
| 6M | -17.0% | +2.1% | -19.1% | -20.2% |
| YTD | +202.2% | -15.8% | +218.1% | +216.0% |
| 1Y | +292.4% | -12.6% | +305.0% | +303.2% |
| 3Y | +804.4% | +48.2% | +756.2% | +641.4% |
| 5Y | +1,318.0% | +40.0% | +1,278.1% | +1,068.0% |
| All | +416.0% | +406.5% | +9.5% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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