+578.6%
AAOI vs ADVB
-88.3%
+667.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.1% |
| 7D | -0.7% | -3.8% | +3.1% | -0.7% |
| 30D | -17.9% | +17.6% | -35.5% | -17.4% |
| 3M | -48.0% | +119.1% | -167.1% | -47.8% |
| 6M | +5.8% | +103.4% | -97.5% | +0.8% |
| YTD | +202.7% | +59.8% | +142.9% | +195.2% |
| 1Y | +352.5% | +8.5% | +344.0% | +348.5% |
| All | +578.6% | -88.3% | +667.0% | +1,184.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling