+6.8%
PR vs AAOX
-93.0%
+99.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +12.6% | -10.7% | +1.8% |
| 7D | -16.4% | -52.9% | +36.5% | -15.9% |
| 30D | -1.9% | -86.9% | +85.0% | -0.8% |
| 3M | +8.0% | -89.6% | +97.6% | +9.1% |
| 6M | +4.1% | -97.3% | +101.4% | +5.9% |
| All | +6.8% | -93.0% | +99.8% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling