+804.4%
AAOI vs NOC
+28.9%
+775.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -0.2% | +0.8% | -0.9% | +0.1% |
| 30D | -23.7% | -9.7% | -14.0% | -26.2% |
| 3M | -39.0% | -5.6% | -33.4% | -39.3% |
| 6M | -17.0% | -28.6% | +11.5% | -22.0% |
| YTD | +202.2% | -7.9% | +210.1% | +212.4% |
| 1Y | +292.4% | -9.5% | +301.9% | +301.8% |
| 3Y | +804.4% | +28.4% | +776.0% | +1,126.1% |
| All | +804.4% | +28.9% | +775.5% | +1,126.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling