-67.5%
AAOX vs A
+31.4%
-98.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.4% | -4.8% | -6.7% |
| 7D | +8.3% | -4.4% | +12.7% | +6.7% |
| 30D | -41.8% | -2.7% | -39.2% | -41.5% |
| 3M | -73.3% | +7.0% | -80.3% | -72.3% |
| All | -67.5% | +31.4% | -98.9% | -57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling