+804.4%
AAOI vs ADM
+21.2%
+783.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -0.2% | +2.5% | -2.7% | -0.8% |
| 30D | -23.7% | +9.5% | -33.2% | -25.3% |
| 3M | -39.0% | +10.6% | -49.6% | -40.4% |
| 6M | -17.0% | +24.0% | -41.1% | -20.2% |
| YTD | +202.2% | +54.0% | +148.3% | +189.5% |
| 1Y | +292.4% | +45.3% | +247.1% | +276.8% |
| 3Y | +804.4% | +21.8% | +782.6% | +651.9% |
| All | +804.4% | +21.2% | +783.2% | +651.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling