-94.4%
AAOX vs CAPR
-66.7%
-27.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +9.4% | -0.5% | +7.8% |
| 7D | -35.9% | +36.0% | -71.9% | -37.9% |
| 30D | -81.6% | +25.8% | -107.4% | -82.0% |
| 3M | -90.3% | +140.8% | -231.2% | -91.7% |
| 6M | -95.7% | -67.6% | -28.1% | -95.3% |
| All | -94.4% | -66.7% | -27.7% | -93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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 · 6 months rolling