-95.2%
AAOX vs RL
+18.4%
-113.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +0.3% | -15.4% | -15.3% |
| 7D | -48.4% | +1.3% | -49.8% | -46.9% |
| 30D | -84.4% | +7.6% | -92.0% | -84.2% |
| 3M | -91.5% | -1.5% | -90.0% | -91.2% |
| 6M | -96.3% | +12.1% | -108.4% | -96.4% |
| All | -95.2% | +18.4% | -113.7% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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 · 6 months rolling