-65.3%
AAOX vs MDY
+13.3%
-78.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.7% | +11.8% | +15.3% |
| 7D | +15.2% | +1.0% | +14.2% | +6.6% |
| 30D | -40.3% | -3.1% | -37.2% | -23.5% |
| 3M | -81.2% | +1.8% | -83.0% | -79.0% |
| All | -65.3% | +13.3% | -78.6% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 all: compounded portfolio wealth divided by compounded MDY 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…
all analysis · Full analysis span regression · Available span rolling