-0.4%
B vs AAOX
-93.2%
+92.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -10.8% | +10.2% | -0.1% |
| 7D | -7.3% | -3.4% | -4.0% | -7.4% |
| 30D | -3.3% | -72.8% | +69.5% | +1.4% |
| 3M | -7.8% | -90.7% | +82.9% | +0.2% |
| 6M | -15.5% | -98.2% | +82.6% | -4.3% |
| All | -0.4% | -93.2% | +92.9% | +4.1% |
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 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 · 6 months rolling