-95.2%
AAOX vs PTC
+32.5%
-127.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | +0.3% | -15.2% | -14.8% |
| 7D | -48.3% | +1.3% | -49.6% | -48.1% |
| 30D | -84.3% | +1.1% | -85.4% | -84.3% |
| 3M | -91.4% | +30.1% | -121.6% | -90.7% |
| 6M | -96.3% | +34.0% | -130.3% | -95.5% |
| All | -95.2% | +32.5% | -127.7% | -93.4% |
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 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