-97.5%
AAOX vs Z
-30.1%
-67.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -5.5% | -9.4% | -18.4% |
| 7D | -48.3% | -6.5% | -41.8% | -51.4% |
| 30D | -84.3% | -0.1% | -84.2% | -83.7% |
| 3M | -91.4% | -14.1% | -77.3% | -92.0% |
| All | -97.5% | -30.1% | -67.4% | -95.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling