-92.1%
AAOX vs GAP
-0.3%
-91.8%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | +8.0% | -23.0% | -13.1% |
| 7D | -50.3% | +8.0% | -58.2% | -49.1% |
| 30D | -79.8% | +2.7% | -82.5% | -79.6% |
| 3M | -85.9% | +16.0% | -101.9% | -84.9% |
| 6M | -95.7% | +2.0% | -97.7% | -94.5% |
| All | -92.1% | -0.3% | -91.8% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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