+804.4%
AAOI vs NTR
+36.8%
+767.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.2% |
| 7D | -0.2% | -1.3% | +1.1% | +0.5% |
| 30D | -23.7% | +16.8% | -40.5% | -29.5% |
| 3M | -39.0% | +20.7% | -59.8% | -45.8% |
| 6M | -17.0% | +0.5% | -17.6% | -18.3% |
| YTD | +202.2% | +29.2% | +173.1% | +161.9% |
| 1Y | +292.4% | +39.6% | +252.8% | +224.5% |
| 3Y | +804.4% | +37.9% | +766.5% | +533.4% |
| All | +804.4% | +36.8% | +767.6% | +533.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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