-68.8%
AAOX vs FDS
+47.0%
-115.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -3.5% | +14.0% | +5.1% |
| 7D | -2.5% | -1.9% | -0.6% | -5.2% |
| 30D | -41.1% | +9.0% | -50.1% | -29.4% |
| 3M | -84.7% | +18.9% | -103.5% | -77.6% |
| All | -68.8% | +47.0% | -115.8% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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