-70.2%
AAOX vs STZ
-17.8%
-52.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +1.9% | -10.4% | -5.3% |
| 7D | +5.4% | -4.1% | +9.5% | -0.5% |
| 30D | -47.7% | -7.6% | -40.2% | -52.5% |
| 3M | -78.6% | -12.3% | -66.3% | -80.8% |
| All | -70.2% | -17.8% | -52.4% | -74.6% |
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 · Available span rolling