+416.0%
AAOI vs ADI
+670.4%
-254.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -2.8% | -2.6% |
| 7D | -0.2% | +4.6% | -4.7% | -4.4% |
| 30D | -23.7% | -1.2% | -22.5% | -22.1% |
| 3M | -39.0% | -7.8% | -31.2% | -31.7% |
| 6M | -17.0% | +19.3% | -36.4% | -26.8% |
| YTD | +202.2% | +40.9% | +161.3% | +128.2% |
| 1Y | +292.4% | +54.5% | +237.9% | +177.5% |
| 3Y | +804.4% | +123.4% | +680.9% | +405.7% |
| 5Y | +1,318.0% | +142.3% | +1,175.7% | +642.4% |
| All | +416.0% | +670.4% | -254.5% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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