+352.5%
AAOI vs NOC
-10.0%
+362.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.5% | +7.6% | +5.0% |
| 7D | -0.7% | -5.2% | +4.5% | -0.8% |
| 30D | -17.9% | -7.2% | -10.7% | -18.1% |
| 3M | -48.0% | -5.1% | -42.9% | -47.4% |
| 6M | +5.8% | -31.1% | +36.9% | +30.2% |
| YTD | +202.7% | -8.6% | +211.3% | +217.9% |
| 1Y | +352.5% | -9.7% | +362.3% | +395.9% |
| All | +352.5% | -10.0% | +362.6% | +395.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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