+292.4%
AAOI vs APD
+3.9%
+288.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.1% |
| 7D | -0.2% | -3.3% | +3.1% | +0.1% |
| 30D | -23.7% | -4.2% | -19.5% | -23.4% |
| 3M | -39.0% | +5.4% | -44.5% | -40.1% |
| 6M | -17.0% | +6.3% | -23.3% | -16.4% |
| YTD | +202.2% | +20.3% | +181.9% | +198.8% |
| 1Y | +292.4% | +1.6% | +290.8% | +373.1% |
| All | +292.4% | +3.9% | +288.5% | +373.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling