+1,314.2%
AAOI vs TW
+19.5%
+1,294.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.2% |
| 7D | -0.2% | -4.5% | +4.3% | +0.6% |
| 30D | -23.7% | -2.3% | -21.4% | -23.5% |
| 3M | -39.0% | +2.6% | -41.6% | -40.6% |
| 6M | -17.0% | -17.5% | +0.5% | -13.0% |
| YTD | +202.2% | -5.3% | +207.5% | +201.5% |
| 1Y | +292.4% | -14.8% | +307.2% | +306.1% |
| 3Y | +804.4% | +18.8% | +785.5% | +708.0% |
| All | +1,314.2% | +19.5% | +1,294.7% | +1,059.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling