-92.1%
AAOX vs FDS
+66.6%
-158.7%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | +2.9% | -17.8% | -10.3% |
| 7D | -50.3% | +9.4% | -59.7% | -40.2% |
| 30D | -79.8% | +23.8% | -103.6% | -69.2% |
| 3M | -85.9% | +25.1% | -111.0% | -76.9% |
| 6M | -95.7% | +53.8% | -149.5% | -87.7% |
| All | -92.1% | +66.6% | -158.7% | -69.5% |
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 · 6 months rolling