-67.5%
AAOX vs FRSH
+47.2%
-114.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.4% | -4.8% | -7.1% |
| 7D | +8.3% | -9.6% | +17.9% | +2.4% |
| 30D | -41.8% | -0.4% | -41.4% | -40.8% |
| 3M | -73.3% | +27.2% | -100.5% | -71.1% |
| All | -67.5% | +47.2% | -114.6% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 6mo: compounded portfolio wealth divided by compounded FRSH 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…
6mo analysis · Full analysis span regression · Available span rolling