-67.5%
AAOX vs PTC
-13.1%
-54.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.3% | -2.9% | -9.8% |
| 7D | +8.3% | -13.6% | +21.9% | -6.9% |
| 30D | -41.8% | -14.7% | -27.2% | -49.5% |
| 3M | -73.3% | -5.9% | -67.4% | -70.8% |
| All | -67.5% | -13.1% | -54.4% | -64.5% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling