-67.5%
AAOX vs GRMN
+16.2%
-83.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.3% | -5.0% | -6.2% |
| 7D | +8.3% | -1.4% | +9.7% | +8.4% |
| 30D | -41.8% | -13.1% | -28.7% | -42.1% |
| 3M | -73.3% | +14.9% | -88.2% | -73.0% |
| All | -67.5% | +16.2% | -83.6% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 3y: compounded portfolio wealth divided by compounded GRMN 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…
3y analysis · Full analysis span regression · Available span rolling