-98.2%
AAOX vs MTB
+7.5%
-105.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.6% | -11.4% | -10.5% |
| 7D | -3.4% | +1.5% | -4.9% | -2.5% |
| 30D | -72.8% | +2.3% | -75.2% | -72.0% |
| 3M | -90.7% | -12.1% | -78.6% | -92.1% |
| 6M | -98.2% | +9.8% | -108.0% | -98.4% |
| All | -98.2% | +7.5% | -105.7% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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