-92.1%
AAOX vs Z
-23.5%
-68.6%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | +9.4% | -24.4% | -7.8% |
| 7D | -50.3% | +10.2% | -60.4% | -45.4% |
| 30D | -79.8% | +23.7% | -103.5% | -75.7% |
| 3M | -85.9% | -6.6% | -79.3% | -84.6% |
| 6M | -95.7% | -23.0% | -72.7% | -92.6% |
| All | -92.1% | -23.5% | -68.6% | -85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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