-68.8%
AAOX vs DD
+1.1%
-69.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.4% | +10.2% | +9.7% |
| 7D | -2.5% | -3.5% | +1.0% | +6.3% |
| 30D | -41.1% | -10.3% | -30.8% | -21.9% |
| 3M | -84.7% | -7.5% | -77.1% | -80.3% |
| All | -68.8% | +1.1% | -69.9% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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