+937.0%
AAOI vs NTAP
+481.3%
+455.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -3.9% |
| 7D | +2.9% | -1.0% | +3.9% | +3.6% |
| 30D | -23.1% | -7.5% | -15.6% | -19.1% |
| 3M | -41.0% | +14.6% | -55.6% | -45.1% |
| 6M | -14.3% | +91.0% | -105.3% | -43.4% |
| YTD | +196.3% | +73.7% | +122.6% | +105.0% |
| 1Y | +272.6% | +51.2% | +221.4% | +185.7% |
| 3Y | +775.3% | +146.1% | +629.2% | +443.1% |
| 5Y | +1,290.2% | +122.8% | +1,167.3% | +793.9% |
| 10Y | +426.2% | +585.5% | -159.3% | +81.3% |
| All | +937.0% | +481.3% | +455.8% | +267.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling