-70.2%
AAOX vs TDY
-4.2%
-66.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.2% | -8.7% | -9.3% |
| 7D | +5.4% | -1.9% | +7.3% | +12.5% |
| 30D | -47.7% | -12.5% | -35.2% | -11.5% |
| 3M | -78.6% | -0.8% | -77.8% | -71.3% |
| All | -70.2% | -4.2% | -66.0% | -54.0% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling