+804.4%
AAOI vs ADP
+14.9%
+789.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.1% |
| 7D | -0.2% | -3.4% | +3.2% | -0.7% |
| 30D | -23.7% | -0.4% | -23.3% | -23.7% |
| 3M | -39.0% | +19.7% | -58.7% | -40.4% |
| 6M | -17.0% | +27.9% | -45.0% | -20.5% |
| YTD | +202.2% | +5.9% | +196.3% | +219.3% |
| 1Y | +292.4% | -7.5% | +299.9% | +364.3% |
| 3Y | +804.4% | +15.4% | +789.0% | +723.9% |
| All | +804.4% | +14.9% | +789.5% | +723.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling