+137.1%
INTC vs AAOX
-52.8%
+189.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +11.2% | -2.1% | +7.2% |
| 7D | +17.4% | +15.2% | +2.2% | +14.6% |
| 30D | +2.8% | -40.3% | +43.1% | +8.6% |
| 3M | -5.3% | -81.2% | +75.9% | +8.0% |
| All | +137.1% | -52.8% | +189.9% | +116.7% |
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