+292.4%
AAOI vs ADP
-5.0%
+297.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +3.2% |
| 7D | -0.2% | -2.8% | +2.6% | -3.2% |
| 30D | -23.7% | +0.2% | -23.9% | -22.5% |
| 3M | -39.0% | +20.5% | -59.5% | -24.6% |
| 6M | -17.0% | +28.8% | -45.8% | +7.6% |
| YTD | +202.2% | +6.6% | +195.6% | +253.6% |
| 1Y | +292.4% | -6.9% | +299.3% | +339.8% |
| All | +292.4% | -5.0% | +297.4% | +339.8% |
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