-65.3%
AAOX vs ALK
+7.1%
-72.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -3.1% | +14.3% | +11.6% |
| 7D | +15.2% | +0.1% | +15.1% | +15.1% |
| 30D | -40.3% | -18.5% | -21.9% | -38.6% |
| 3M | -81.2% | -3.6% | -77.6% | -79.3% |
| All | -65.3% | +7.1% | -72.4% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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 · Available span rolling