-67.5%
AAOX vs TRI
+9.5%
-77.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.9% | -4.4% | -9.1% |
| 7D | +8.3% | -8.4% | +16.7% | -4.0% |
| 30D | -41.8% | -6.5% | -35.4% | -43.2% |
| 3M | -73.3% | +18.6% | -91.8% | -53.5% |
| All | -67.5% | +9.5% | -77.0% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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