-94.4%
AAOX vs SFM
-35.0%
-59.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.6% | -12.6% | -10.8% |
| 7D | +22.0% | -0.4% | +22.4% | +21.5% |
| 30D | -76.8% | -19.2% | -57.6% | -76.9% |
| 3M | -90.7% | -40.3% | -50.4% | -90.6% |
| 6M | -97.2% | -40.9% | -56.3% | -97.0% |
| All | -94.4% | -35.0% | -59.4% | -94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling