+352.5%
AAOI vs ADP
-4.5%
+357.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.1% | +7.2% | +2.6% |
| 7D | -0.7% | -3.4% | +2.8% | -4.7% |
| 30D | -17.9% | +2.8% | -20.7% | -13.9% |
| 3M | -48.0% | +20.9% | -68.9% | -33.7% |
| 6M | +5.8% | +29.9% | -24.0% | +41.1% |
| YTD | +202.7% | +9.6% | +193.1% | +259.9% |
| 1Y | +352.5% | -5.3% | +357.8% | +355.7% |
| All | +352.5% | -4.5% | +357.1% | +355.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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