-18.9%
ORCL vs AAOX
-93.5%
+74.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.9% | +13.4% | -0.1% |
| 7D | -6.5% | -48.3% | +41.8% | -1.8% |
| 30D | -16.6% | -84.3% | +67.8% | -4.4% |
| 3M | -21.6% | -91.4% | +69.8% | -8.4% |
| 6M | -39.4% | -96.3% | +57.0% | -28.8% |
| All | -18.9% | -93.5% | +74.6% | -4.9% |
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 · 6 months rolling