-65.3%
AAOX vs FND
-6.0%
-59.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -4.6% | +15.8% | +8.5% |
| 7D | +15.2% | +0.4% | +14.8% | +15.7% |
| 30D | -40.3% | -23.6% | -16.8% | -48.5% |
| 3M | -81.2% | +4.3% | -85.5% | -76.8% |
| All | -65.3% | -6.0% | -59.3% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 all: compounded portfolio wealth divided by compounded FND 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…
all analysis · Full analysis span regression · Available span rolling