-97.1%
AAOX vs ALK
+3.7%
-100.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +7.1% | +1.9% | +6.6% |
| 7D | -35.9% | +8.9% | -44.8% | -36.9% |
| 30D | -81.6% | +5.9% | -87.5% | -81.3% |
| 3M | -90.3% | -16.5% | -73.8% | -89.7% |
| All | -97.1% | +3.7% | -100.8% | -96.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling