+1,314.2%
AAOI vs NTRS
+93.2%
+1,221.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.1% |
| 7D | -0.2% | +1.4% | -1.5% | -1.4% |
| 30D | -23.7% | -0.7% | -23.0% | -23.4% |
| 3M | -39.0% | +11.3% | -50.3% | -44.4% |
| 6M | -17.0% | +35.5% | -52.6% | -36.3% |
| YTD | +202.2% | +40.6% | +161.6% | +120.6% |
| 1Y | +292.4% | +49.2% | +243.2% | +176.1% |
| 3Y | +804.4% | +167.2% | +637.2% | +328.2% |
| All | +1,314.2% | +93.2% | +1,221.0% | +608.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling