-68.8%
AAOX vs A
+37.0%
-105.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.6% | +9.9% | +10.7% |
| 7D | -2.5% | -1.9% | -0.6% | -3.3% |
| 30D | -41.1% | +6.9% | -48.0% | -38.5% |
| 3M | -84.7% | +9.2% | -93.9% | -83.9% |
| All | -68.8% | +37.0% | -105.8% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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 · Available span rolling