-65.3%
AAOX vs NWSA
+24.1%
-89.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -1.9% | +13.0% | +6.4% |
| 7D | +15.2% | -2.6% | +17.9% | +8.6% |
| 30D | -40.3% | +4.6% | -44.9% | -30.7% |
| 3M | -81.2% | +10.2% | -91.4% | -71.6% |
| All | -65.3% | +24.1% | -89.4% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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