-97.3%
AAOX vs ALLY
-12.1%
-85.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -1.7% | +14.3% | +11.7% |
| 7D | -52.9% | +0.9% | -53.8% | -52.3% |
| 30D | -86.9% | +3.1% | -90.0% | -86.5% |
| 3M | -89.6% | -12.6% | -77.1% | -90.2% |
| 6M | -97.3% | -12.4% | -84.9% | -97.2% |
| All | -97.3% | -12.1% | -85.2% | -97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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