+983.6%
AAOI vs ADP
+451.6%
+532.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.8% |
| 7D | +4.7% | -5.7% | +10.3% | +7.4% |
| 30D | -18.7% | -3.1% | -15.6% | -18.2% |
| 3M | -33.7% | +15.6% | -49.3% | -41.0% |
| 6M | -2.4% | +20.8% | -23.2% | -16.5% |
| YTD | +209.6% | +4.7% | +204.9% | +184.5% |
| 1Y | +355.0% | -8.3% | +363.3% | +353.3% |
| 3Y | +814.7% | +13.6% | +801.1% | +695.3% |
| 5Y | +1,298.1% | +45.0% | +1,253.0% | +931.5% |
| 10Y | +449.8% | +279.0% | +170.8% | +88.7% |
| All | +983.6% | +451.6% | +532.1% | +175.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling