-70.2%
AAOX vs Z
-29.5%
-40.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -2.8% | -5.7% | -10.0% |
| 7D | +5.4% | -11.6% | +17.0% | -1.3% |
| 30D | -47.7% | -8.5% | -39.3% | -49.7% |
| 3M | -78.6% | -7.9% | -70.7% | -77.1% |
| All | -70.2% | -29.5% | -40.7% | -52.6% |
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 · Available span rolling