-68.8%
AAOX vs FTV
+4.4%
-73.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.0% | +11.5% | +10.1% |
| 7D | -2.5% | -4.5% | +2.0% | -4.4% |
| 30D | -41.1% | -7.1% | -34.0% | -43.5% |
| 3M | -84.7% | -7.2% | -77.5% | -83.7% |
| All | -68.8% | +4.4% | -73.1% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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