-95.0%
AAOX vs SFM
-34.1%
-60.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +1.3% | -12.2% | -10.6% |
| 7D | -3.4% | +6.0% | -9.4% | -2.7% |
| 30D | -72.8% | -19.5% | -53.4% | -72.9% |
| 3M | -90.7% | -37.0% | -53.7% | -90.6% |
| 6M | -98.2% | -41.0% | -57.2% | -98.1% |
| All | -95.0% | -34.1% | -60.9% | -95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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