-92.1%
AAOX vs STZ
-2.6%
-89.5%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | +5.3% | -20.3% | -1.8% |
| 7D | -50.3% | +13.0% | -63.3% | -28.4% |
| 30D | -79.8% | +29.4% | -109.3% | -59.0% |
| 3M | -85.9% | +11.6% | -97.5% | -76.9% |
| 6M | -95.7% | -0.2% | -95.4% | -93.2% |
| All | -92.1% | -2.6% | -89.5% | -88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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