-65.3%
AAOX vs CHD
+3.2%
-68.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -2.0% | +13.2% | +6.5% |
| 7D | +15.2% | -2.9% | +18.1% | +8.0% |
| 30D | -40.3% | -6.2% | -34.1% | -44.9% |
| 3M | -81.2% | +1.6% | -82.7% | -78.2% |
| All | -65.3% | +3.2% | -68.4% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 all: compounded portfolio wealth divided by compounded CHD 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…
all analysis · Full analysis span regression · Available span rolling