-94.4%
AAOX vs DD
+18.9%
-113.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.6% | -10.4% | -9.7% |
| 7D | +22.0% | +6.7% | +15.3% | +4.5% |
| 30D | -76.8% | +19.4% | -96.2% | -83.8% |
| 3M | -90.7% | +7.6% | -98.4% | -91.4% |
| 6M | -97.2% | +2.9% | -100.1% | -97.0% |
| All | -94.4% | +18.9% | -113.3% | -94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling