-33.7%
AAOI vs ADM
+8.9%
-42.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.4% | -5.7% | -4.1% |
| 7D | +4.7% | +1.4% | +3.3% | +4.1% |
| 30D | -18.7% | +8.2% | -26.9% | -21.2% |
| 3M | -33.7% | +8.7% | -42.4% | -34.1% |
| All | -33.7% | +8.9% | -42.6% | -34.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling