-65.3%
AAOX vs CAPR
-69.4%
+4.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -3.6% | +14.8% | +11.7% |
| 7D | +15.2% | -9.5% | +24.7% | +16.8% |
| 30D | -40.3% | +121.5% | -161.9% | -47.8% |
| 3M | -81.2% | -65.4% | -15.8% | -80.5% |
| All | -65.3% | -69.4% | +4.1% | -61.9% |
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 · Available span rolling