+804.4%
AAOI vs NXT
+90.7%
+713.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.0% |
| 7D | -0.2% | -1.9% | +1.7% | +0.9% |
| 30D | -23.7% | -20.0% | -3.7% | -14.0% |
| 3M | -39.0% | -30.7% | -8.3% | -25.0% |
| 6M | -17.0% | -29.0% | +11.9% | -2.6% |
| YTD | +202.2% | -4.8% | +207.1% | +206.9% |
| 1Y | +292.4% | +22.8% | +269.6% | +260.2% |
| 3Y | +804.4% | +93.9% | +710.4% | +548.1% |
| All | +804.4% | +90.7% | +713.7% | +548.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 3y: compounded portfolio wealth divided by compounded NXT 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…
3y analysis · Full analysis span regression · 6 months rolling