+125.0%
AA vs PAAS
+971.0%
-846.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.5% | +2.6% |
| 7D | +0.9% | +8.4% | -7.5% | -1.1% |
| 30D | -6.7% | -7.2% | +0.5% | -5.0% |
| 3M | -16.3% | -14.0% | -2.3% | -13.6% |
| 6M | -37.1% | -26.8% | -10.4% | -32.6% |
| YTD | -25.0% | -19.8% | -5.2% | -22.1% |
| 1Y | +8.6% | +22.8% | -14.3% | +1.9% |
| 3Y | +57.2% | +183.6% | -126.4% | +19.3% |
| 5Y | -13.0% | +73.8% | -86.9% | -27.2% |
| 10Y | +65.5% | +185.6% | -120.0% | +15.6% |
| All | +125.0% | +971.0% | -846.0% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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