-7.2%
TPR vs AAOX
-93.0%
+85.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +12.6% | -13.6% | -0.9% |
| 7D | +14.2% | -52.9% | +67.1% | +14.0% |
| 30D | +17.1% | -86.9% | +104.0% | +17.3% |
| 3M | -17.7% | -89.6% | +71.9% | -17.6% |
| 6M | -10.2% | -97.3% | +87.1% | -9.7% |
| All | -7.2% | -93.0% | +85.8% | -9.2% |
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