-94.4%
AAOX vs FDS
+61.5%
-155.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.9% | -10.1% | -12.5% |
| 7D | +22.0% | -2.6% | +24.6% | +16.2% |
| 30D | -76.8% | +14.1% | -90.9% | -70.1% |
| 3M | -90.7% | +19.8% | -110.5% | -85.9% |
| 6M | -97.2% | +55.0% | -152.2% | -92.5% |
| All | -94.4% | +61.5% | -155.9% | -79.6% |
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