-92.1%
AAOX vs NYT
-19.1%
-73.0%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | -0.9% | -14.0% | -16.2% |
| 7D | -50.3% | -3.9% | -46.4% | -52.6% |
| 30D | -79.8% | +4.3% | -84.1% | -78.3% |
| 3M | -85.9% | -11.7% | -74.2% | -87.7% |
| 6M | -95.7% | -14.4% | -81.2% | -95.4% |
| All | -92.1% | -19.1% | -73.0% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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