+35.5%
MA vs AAOX
-89.3%
+124.8%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -15.0% | +18.9% | +3.6% |
| 7D | +10.2% | -50.3% | +60.5% | +8.7% |
| 30D | +19.3% | -79.8% | +99.2% | +16.1% |
| 3M | +18.0% | -85.9% | +103.9% | +14.6% |
| 6M | +33.7% | -95.7% | +129.4% | +28.7% |
| All | +35.5% | -89.3% | +124.8% | +30.6% |
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 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