+44.4%
BTSG vs AAOX
-52.8%
+97.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +11.2% | -8.2% | +2.7% |
| 7D | +5.7% | +15.2% | -9.5% | +5.3% |
| 30D | +0.2% | -40.3% | +40.5% | +1.2% |
| 3M | +5.6% | -81.2% | +86.8% | +6.7% |
| All | +44.4% | -52.8% | +97.2% | +33.6% |
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