+416.0%
AAOI vs NTRA
+3,199.2%
-2,783.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.7% |
| 7D | -0.2% | +0.2% | -0.4% | -0.3% |
| 30D | -23.7% | +4.1% | -27.8% | -24.7% |
| 3M | -39.0% | +50.0% | -89.1% | -46.8% |
| 6M | -17.0% | +67.3% | -84.3% | -31.7% |
| YTD | +202.2% | +43.6% | +158.7% | +160.8% |
| 1Y | +292.4% | +89.2% | +203.2% | +209.6% |
| 3Y | +804.4% | +502.5% | +301.8% | +413.9% |
| 5Y | +1,318.0% | +173.8% | +1,144.3% | +787.0% |
| All | +416.0% | +3,199.2% | -2,783.2% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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