+12.6%
APD vs AAOX
-92.4%
+105.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -11.0% | +11.3% | +0.3% |
| 7D | +2.2% | +22.0% | -19.8% | +2.2% |
| 30D | +9.4% | -76.8% | +86.2% | +9.2% |
| 3M | +4.7% | -90.7% | +95.4% | +4.5% |
| 6M | +5.5% | -97.2% | +102.7% | +5.7% |
| All | +12.6% | -92.4% | +105.0% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling