-19.2%
GLW vs AAOX
-93.2%
+74.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -10.8% | +6.5% | -2.0% |
| 7D | +7.7% | -3.4% | +11.1% | +7.5% |
| 30D | -18.8% | -72.8% | +54.0% | +0.4% |
| 3M | -27.7% | -90.7% | +62.9% | +4.7% |
| 6M | -44.4% | -98.2% | +53.7% | -7.3% |
| All | -19.2% | -93.2% | +74.0% | +8.5% |
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 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