+983.6%
AAOI vs PTC
+354.8%
+628.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | 0.0% | -1.4% |
| 7D | +4.7% | -13.6% | +18.2% | +12.8% |
| 30D | -18.7% | -14.7% | -4.1% | -12.7% |
| 3M | -33.7% | -5.9% | -27.8% | -34.7% |
| 6M | -2.4% | -21.1% | +18.7% | +5.0% |
| YTD | +209.6% | -26.0% | +235.6% | +243.7% |
| 1Y | +355.0% | -36.8% | +391.8% | +465.2% |
| 3Y | +814.7% | -10.3% | +824.9% | +835.1% |
| 5Y | +1,298.1% | +1.2% | +1,296.9% | +1,209.1% |
| 10Y | +449.8% | +198.3% | +251.5% | +160.5% |
| All | +983.6% | +354.8% | +628.8% | +327.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling