-68.8%
AAOX vs TDY
-1.9%
-66.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.5% | +10.1% | +8.9% |
| 7D | -2.5% | -1.8% | -0.7% | +4.0% |
| 30D | -41.1% | -10.7% | -30.4% | -7.2% |
| 3M | -84.7% | -1.3% | -83.4% | -79.7% |
| All | -68.8% | -1.9% | -66.8% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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