+100.9%
AAOI vs NOC
-7.1%
+108.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.5% | -2.8% | -8.3% |
| 7D | -27.9% | -5.0% | -23.0% | -28.8% |
| 30D | -51.2% | +10.3% | -61.6% | -50.0% |
| 3M | -55.0% | -4.3% | -50.7% | -54.4% |
| 6M | -65.7% | -6.5% | -59.2% | -64.3% |
| YTD | +70.0% | -6.7% | +76.8% | +82.5% |
| 1Y | +100.9% | -7.5% | +108.4% | +113.8% |
| All | +100.9% | -7.1% | +108.0% | +113.8% |
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