+1,020.0%
AAOI vs APD
+302.3%
+717.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +6.3% |
| 7D | +7.9% | -2.5% | +10.4% | +9.2% |
| 30D | -17.8% | -1.9% | -15.9% | -17.2% |
| 3M | -43.3% | +8.2% | -51.5% | -46.6% |
| 6M | +16.7% | +10.7% | +6.0% | +9.2% |
| YTD | +220.0% | +22.9% | +197.1% | +182.0% |
| 1Y | +372.1% | +5.8% | +366.3% | +346.4% |
| 3Y | +845.3% | +7.8% | +837.6% | +770.3% |
| 5Y | +1,333.8% | +26.1% | +1,307.7% | +1,074.5% |
| 10Y | +457.2% | +163.7% | +293.5% | +147.1% |
| All | +1,020.0% | +302.3% | +717.7% | +279.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling