-92.1%
AAOX vs M
+46.2%
-138.3%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | +7.6% | -22.6% | -14.3% |
| 7D | -50.3% | +8.3% | -58.5% | -49.7% |
| 30D | -79.8% | +14.2% | -94.0% | -79.7% |
| 3M | -85.9% | -1.1% | -84.8% | -85.4% |
| 6M | -95.7% | +36.6% | -132.3% | -94.8% |
| All | -92.1% | +46.2% | -138.3% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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