+100.9%
AAOI vs TW
+20.8%
+80.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.0% | -8.4% | -6.8% |
| 7D | -27.9% | +6.0% | -33.9% | -25.4% |
| 30D | -51.2% | +18.6% | -69.8% | -46.6% |
| 3M | -55.0% | +26.5% | -81.5% | -49.2% |
| 6M | -65.7% | +13.1% | -78.9% | -59.8% |
| YTD | +70.0% | +18.5% | +51.5% | +117.8% |
| 1Y | +100.9% | +21.7% | +79.2% | +158.8% |
| All | +100.9% | +20.8% | +80.2% | +158.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling