-68.8%
AAOX vs PTC
-4.9%
-63.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -6.0% | +16.5% | +3.8% |
| 7D | -2.5% | -10.3% | +7.7% | -13.0% |
| 30D | -41.1% | +1.1% | -42.2% | -39.2% |
| 3M | -84.7% | +1.6% | -86.3% | -81.8% |
| All | -68.8% | -4.9% | -63.9% | -62.4% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling