+416.0%
AAOI vs APD
+166.7%
+249.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.4% |
| 7D | -0.2% | -3.3% | +3.1% | +1.4% |
| 30D | -23.7% | -4.2% | -19.5% | -22.4% |
| 3M | -39.0% | +5.4% | -44.5% | -41.3% |
| 6M | -17.0% | +6.3% | -23.3% | -20.3% |
| YTD | +202.2% | +20.3% | +181.9% | +172.9% |
| 1Y | +292.4% | +1.6% | +290.8% | +281.6% |
| 3Y | +804.4% | +4.0% | +800.4% | +758.7% |
| 5Y | +1,318.0% | +23.3% | +1,294.7% | +1,109.8% |
| All | +416.0% | +166.7% | +249.3% | +150.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling