+577.6%
AAOI vs ADVB
-89.8%
+667.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -7.5% | +9.5% | +1.8% |
| 7D | -0.2% | -12.3% | +12.1% | -0.4% |
| 30D | -23.7% | +7.8% | -31.5% | -23.5% |
| 3M | -39.0% | +104.2% | -143.3% | -39.1% |
| 6M | -17.0% | +58.1% | -75.2% | -19.9% |
| YTD | +202.2% | +40.2% | +162.0% | +193.9% |
| 1Y | +292.4% | -16.1% | +308.5% | +293.7% |
| All | +577.6% | -89.8% | +667.3% | +1,178.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling