+937.0%
AAOI vs ADM
+242.3%
+694.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.5% |
| 7D | +2.9% | +3.0% | -0.1% | +1.5% |
| 30D | -23.1% | +8.7% | -31.8% | -26.1% |
| 3M | -41.0% | +7.6% | -48.6% | -43.1% |
| 6M | -14.3% | +26.9% | -41.1% | -22.7% |
| YTD | +196.3% | +54.3% | +142.0% | +147.7% |
| 1Y | +272.6% | +45.7% | +227.0% | +216.8% |
| 3Y | +775.3% | +21.9% | +753.4% | +669.6% |
| 5Y | +1,290.2% | +67.2% | +1,223.0% | +903.2% |
| 10Y | +426.2% | +177.7% | +248.5% | +168.1% |
| All | +937.0% | +242.3% | +694.7% | +331.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling