-70.2%
AAOX vs BAH
-3.3%
-66.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +4.8% | -13.3% | -4.0% |
| 7D | +5.4% | +2.4% | +3.0% | +8.6% |
| 30D | -47.7% | -2.9% | -44.8% | -47.9% |
| 3M | -78.6% | -1.3% | -77.3% | -74.4% |
| All | -70.2% | -3.3% | -66.9% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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 · Available span rolling