-96.7%
AAOX vs M
+28.8%
-125.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.3% | -0.9% | +32.2% | +31.5% |
| 7D | -20.1% | -3.3% | -16.8% | -18.8% |
| 30D | -75.5% | +8.1% | -83.6% | -75.3% |
| 3M | -89.0% | +2.2% | -91.2% | -88.7% |
| 6M | -96.7% | +35.1% | -131.9% | -97.5% |
| All | -96.7% | +28.8% | -125.5% | -97.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling