+100.9%
AAOI vs ADM
+29.8%
+71.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.3% | -7.7% | -7.5% |
| 7D | -27.9% | -8.3% | -19.6% | -24.5% |
| 30D | -51.2% | -14.1% | -37.1% | -47.2% |
| 3M | -55.0% | -10.7% | -44.2% | -53.2% |
| 6M | -65.7% | -5.9% | -59.8% | -65.1% |
| YTD | +70.0% | +25.8% | +44.3% | +71.3% |
| 1Y | +100.9% | +21.3% | +79.6% | +100.2% |
| All | +100.9% | +29.8% | +71.1% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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