-92.1%
AAOX vs S
+65.5%
-157.7%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | +1.6% | -16.6% | -15.9% |
| 7D | -50.3% | -8.2% | -42.1% | -47.1% |
| 30D | -79.8% | -7.6% | -72.2% | -78.5% |
| 3M | -85.9% | +12.0% | -97.9% | -86.3% |
| 6M | -95.7% | +50.6% | -146.2% | -95.9% |
| All | -92.1% | +65.5% | -157.7% | -92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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