-2.4%
AAOI vs PTC
-20.1%
+17.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | 0.0% | -5.3% |
| 7D | +4.7% | -13.6% | +18.2% | -4.0% |
| 30D | -18.7% | -14.7% | -4.1% | -25.4% |
| 3M | -33.7% | -5.9% | -27.8% | -32.6% |
| 6M | -2.4% | -21.1% | +18.7% | -22.5% |
| All | -2.4% | -20.1% | +17.7% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 6mo: compounded portfolio wealth divided by compounded PTC 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…
6mo analysis · Full analysis span regression · 6 months rolling