+804.4%
AAOI vs NYT
+56.2%
+748.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | -0.2% | -0.6% | +0.4% | 0.0% |
| 30D | -23.7% | +4.6% | -28.3% | -24.6% |
| 3M | -39.0% | -9.6% | -29.4% | -38.3% |
| 6M | -17.0% | -14.0% | -3.0% | -14.9% |
| YTD | +202.2% | -2.8% | +205.1% | +188.7% |
| 1Y | +292.4% | +15.6% | +276.8% | +235.3% |
| 3Y | +804.4% | +56.3% | +748.1% | +473.1% |
| All | +804.4% | +56.2% | +748.2% | +473.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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