+594.1%
AAOI vs ADVB
-89.4%
+683.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.3% | +2.1% | -3.4% |
| 7D | +4.7% | -13.0% | +17.7% | +4.3% |
| 30D | -18.7% | +7.5% | -26.2% | -18.5% |
| 3M | -33.7% | +129.1% | -162.8% | -33.9% |
| 6M | -2.4% | +71.7% | -74.1% | -6.2% |
| YTD | +209.6% | +45.5% | +164.1% | +201.3% |
| 1Y | +355.0% | -2.7% | +357.8% | +350.9% |
| All | +594.1% | -89.4% | +683.5% | +1,210.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling