+416.0%
AAOI vs NVS
+179.5%
+236.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | -0.2% | -14.3% | +14.1% | +1.1% |
| 30D | -23.7% | -10.0% | -13.7% | -23.4% |
| 3M | -39.0% | -10.9% | -28.1% | -38.8% |
| 6M | -17.0% | -12.0% | -5.1% | -16.7% |
| YTD | +202.2% | +2.5% | +199.7% | +195.0% |
| 1Y | +292.4% | +10.7% | +281.7% | +277.3% |
| 3Y | +804.4% | +53.3% | +751.1% | +686.3% |
| 5Y | +1,318.0% | +93.6% | +1,224.4% | +980.6% |
| All | +416.0% | +179.5% | +236.4% | +244.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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