+15.2%
BMY vs AAOX
-52.8%
+68.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +11.2% | -14.4% | -2.9% |
| 7D | -3.3% | +15.2% | -18.5% | -2.9% |
| 30D | 0.0% | -40.3% | +40.3% | -0.8% |
| 3M | +17.7% | -81.2% | +98.9% | +15.0% |
| All | +15.2% | -52.8% | +68.0% | +17.5% |
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