-67.5%
AAOX vs FDS
+35.9%
-103.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.4% | -2.8% | -11.4% |
| 7D | +8.3% | -8.8% | +17.1% | -5.2% |
| 30D | -41.8% | -1.4% | -40.5% | -39.3% |
| 3M | -73.3% | +13.9% | -87.1% | -64.1% |
| All | -67.5% | +35.9% | -103.4% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling