+416.0%
AAOI vs NTAP
+650.8%
-234.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.5% | -6.5% | -3.4% |
| 7D | -0.2% | +7.4% | -7.5% | -4.7% |
| 30D | -23.7% | -1.4% | -22.3% | -23.0% |
| 3M | -39.0% | +24.6% | -63.6% | -46.3% |
| 6M | -17.0% | +105.9% | -122.9% | -48.6% |
| YTD | +202.2% | +88.5% | +113.7% | +95.8% |
| 1Y | +292.4% | +62.1% | +230.3% | +185.0% |
| 3Y | +804.4% | +169.1% | +635.3% | +424.6% |
| 5Y | +1,318.0% | +141.9% | +1,176.2% | +753.0% |
| All | +416.0% | +650.8% | -234.8% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 10y: compounded portfolio wealth divided by compounded NTAP 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…
10y analysis · Full analysis span regression · 6 months rolling