+726.4%
AAOI vs TW
+206.7%
+519.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.3% |
| 7D | -0.2% | -4.5% | +4.3% | +1.0% |
| 30D | -23.7% | -2.3% | -21.4% | -23.3% |
| 3M | -39.0% | +2.6% | -41.6% | -40.8% |
| 6M | -17.0% | -17.5% | +0.5% | -13.2% |
| YTD | +202.2% | -5.3% | +207.5% | +199.3% |
| 1Y | +292.4% | -14.8% | +307.2% | +302.5% |
| 3Y | +804.4% | +18.8% | +785.5% | +704.6% |
| 5Y | +1,318.0% | +20.7% | +1,297.3% | +1,108.9% |
| All | +726.4% | +206.7% | +519.6% | +423.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling