+352.5%
AAOI vs NTRS
+47.2%
+305.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | -0.7% | +0.4% | -1.0% | -0.9% |
| 30D | -17.9% | +1.7% | -19.6% | -18.8% |
| 3M | -48.0% | +8.9% | -56.8% | -50.6% |
| 6M | +5.8% | +30.6% | -24.7% | -13.6% |
| YTD | +202.7% | +38.7% | +164.0% | +116.8% |
| 1Y | +352.5% | +48.1% | +304.4% | +213.1% |
| All | +352.5% | +47.2% | +305.3% | +213.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling