+786.6%
AAOI vs APD
+5.8%
+780.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.1% |
| 7D | +2.9% | -3.5% | +6.4% | +4.3% |
| 30D | -23.1% | -5.1% | -18.0% | -21.6% |
| 3M | -41.0% | +6.9% | -47.9% | -43.4% |
| 6M | -14.3% | +8.1% | -22.3% | -17.8% |
| YTD | +196.3% | +21.2% | +175.1% | +168.6% |
| 1Y | +272.6% | +4.9% | +267.8% | +261.7% |
| All | +786.6% | +5.8% | +780.8% | +637.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling