+352.5%
AAOI vs NSC
+20.4%
+332.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +5.3% |
| 7D | -0.7% | -5.5% | +4.9% | -2.6% |
| 30D | -17.9% | -3.2% | -14.7% | -18.7% |
| 3M | -48.0% | +7.7% | -55.7% | -46.6% |
| 6M | +5.8% | +4.5% | +1.3% | +10.3% |
| YTD | +202.7% | +15.6% | +187.2% | +238.8% |
| 1Y | +352.5% | +19.8% | +332.7% | +460.8% |
| All | +352.5% | +20.4% | +332.2% | +460.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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