+24.0%
AMZN vs AAOX
-52.8%
+76.8%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.2% | -11.8% | -0.8% |
| 7D | +0.8% | +15.2% | -14.4% | +0.5% |
| 30D | -6.4% | -40.3% | +34.0% | -5.8% |
| 3M | +4.8% | -81.2% | +85.9% | +5.5% |
| All | +24.0% | -52.8% | +76.8% | +22.5% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling