+759.4%
AAOI vs AMDL
+117.8%
+641.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +11.7% | -6.0% | +0.4% |
| 7D | +7.9% | +19.9% | -12.1% | -0.8% |
| 30D | -17.8% | +6.3% | -24.0% | -19.3% |
| 3M | -43.3% | -9.9% | -33.4% | -41.8% |
| 6M | +16.7% | +394.3% | -377.6% | -49.6% |
| YTD | +220.0% | +257.3% | -37.3% | +48.7% |
| 1Y | +372.1% | +508.5% | -136.5% | +64.3% |
| All | +759.4% | +117.8% | +641.6% | +184.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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