+100.9%
AAOI vs ADVB
-76.7%
+177.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.5% | -2.8% | -7.5% |
| 7D | -27.9% | -29.5% | +1.6% | -29.1% |
| 30D | -51.2% | -66.9% | +15.6% | -54.2% |
| 3M | -55.0% | -73.7% | +18.7% | -58.0% |
| 6M | -65.7% | -64.8% | -1.0% | -65.5% |
| YTD | +70.0% | -64.0% | +134.1% | +67.4% |
| 1Y | +100.9% | -77.0% | +177.9% | +111.4% |
| All | +100.9% | -76.7% | +177.6% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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