-98.2%
AAOX vs Z
-23.8%
-74.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +3.5% | -14.3% | -9.0% |
| 7D | -3.4% | +0.8% | -4.2% | -3.5% |
| 30D | -72.8% | +5.2% | -78.0% | -70.7% |
| 3M | -90.7% | -17.0% | -73.6% | -91.4% |
| 6M | -98.2% | -22.7% | -75.5% | -96.9% |
| All | -98.2% | -23.8% | -74.4% | -96.9% |
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