-65.3%
AAOX vs PTC
-10.1%
-55.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -5.5% | +16.7% | +4.9% |
| 7D | +15.2% | -12.8% | +28.0% | +0.2% |
| 30D | -40.3% | -9.8% | -30.6% | -45.0% |
| 3M | -81.2% | -2.1% | -79.1% | -78.4% |
| All | -65.3% | -10.1% | -55.1% | -60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling