-94.4%
AAOX vs ALK
+9.7%
-104.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +7.1% | +1.9% | +7.0% |
| 7D | -35.9% | +8.9% | -44.8% | -36.8% |
| 30D | -81.6% | +5.9% | -87.5% | -81.5% |
| 3M | -90.3% | -16.5% | -73.8% | -89.8% |
| 6M | -95.7% | +2.1% | -97.8% | -95.1% |
| All | -94.4% | +9.7% | -104.0% | -93.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling