+483.1%
AAOI vs NTRA
+1,727.4%
-1,244.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -46.4% |
| 6M | -17.0% | +67.3% | -84.3% | -30.8% |
| YTD | +202.2% | +43.6% | +158.7% | +163.3% |
| 1Y | +292.4% | +89.2% | +203.2% | +214.5% |
| 3Y | +804.4% | +502.5% | +301.8% | +433.1% |
| 5Y | +1,318.0% | +173.8% | +1,144.3% | +817.5% |
| 10Y | +436.7% | +3,189.3% | -2,752.6% | +100.1% |
| All | +483.1% | +1,727.4% | -1,244.3% | +117.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling