+804.4%
AAOI vs NSC
+73.4%
+731.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.6% |
| 7D | -0.2% | -2.8% | +2.6% | +1.7% |
| 30D | -23.7% | -4.5% | -19.2% | -21.5% |
| 3M | -39.0% | +3.5% | -42.6% | -41.3% |
| 6M | -17.0% | +8.5% | -25.6% | -24.1% |
| YTD | +202.2% | +12.3% | +189.9% | +165.0% |
| 1Y | +292.4% | +18.9% | +273.5% | +225.5% |
| 3Y | +804.4% | +74.1% | +730.2% | +459.9% |
| All | +804.4% | +73.4% | +731.0% | +459.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling