-67.5%
AAOX vs DD
-1.7%
-65.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.6% | -3.6% | -0.1% |
| 7D | +8.3% | -3.8% | +12.1% | +19.0% |
| 30D | -41.8% | -9.2% | -32.6% | -24.1% |
| 3M | -73.3% | -9.0% | -64.3% | -64.5% |
| All | -67.5% | -1.7% | -65.8% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling