-67.5%
AAOX vs BWA
+22.4%
-89.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.5% | -4.7% | -2.5% |
| 7D | +8.3% | +0.1% | +8.2% | +7.6% |
| 30D | -41.8% | -5.6% | -36.3% | -29.3% |
| 3M | -73.3% | -10.7% | -62.6% | -62.8% |
| All | -67.5% | +22.4% | -89.8% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 3y: compounded portfolio wealth divided by compounded BWA 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…
3y analysis · Full analysis span regression · Available span rolling