-94.4%
AAOX vs IRM
+14.2%
-108.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.9% | -12.9% | -17.2% |
| 7D | +22.0% | +8.6% | +13.4% | -6.2% |
| 30D | -76.8% | 0.0% | -76.8% | -72.8% |
| 3M | -90.7% | -7.1% | -83.6% | -85.1% |
| 6M | -97.2% | -7.9% | -89.3% | -95.4% |
| All | -94.4% | +14.2% | -108.6% | -95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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 · 6 months rolling