+1,314.2%
AAOI vs NOC
+58.2%
+1,256.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -0.2% | +0.8% | -0.9% | 0.0% |
| 30D | -23.7% | -9.7% | -14.0% | -25.0% |
| 3M | -39.0% | -5.6% | -33.4% | -39.2% |
| 6M | -17.0% | -28.6% | +11.5% | -19.3% |
| YTD | +202.2% | -7.9% | +210.1% | +206.7% |
| 1Y | +292.4% | -9.5% | +301.9% | +296.7% |
| 3Y | +804.4% | +28.4% | +776.0% | +886.7% |
| All | +1,314.2% | +58.2% | +1,256.0% | +1,577.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling