-22.2%
AMAT vs AAOX
-97.6%
+75.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +12.6% | -8.4% | +2.1% |
| 7D | -14.7% | -52.9% | +38.2% | -5.4% |
| 30D | -36.1% | -86.9% | +50.8% | -16.5% |
| 3M | -36.9% | -89.6% | +52.8% | -18.3% |
| 6M | -22.2% | -97.3% | +75.1% | +3.8% |
| All | -22.2% | -97.6% | +75.4% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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