+183.6%
AA vs PAAS
+1,235.6%
-1,052.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.5% |
| 7D | -0.7% | -2.9% | +2.2% | 0.0% |
| 30D | +5.0% | +6.8% | -1.8% | +3.2% |
| 3M | -35.8% | -2.9% | -32.9% | -35.5% |
| 6M | -18.4% | -16.4% | -2.0% | -15.4% |
| YTD | -5.5% | 0.0% | -5.5% | -6.7% |
| 1Y | +61.0% | +54.3% | +6.6% | +43.0% |
| 3Y | +66.2% | +230.7% | -164.5% | +21.4% |
| 5Y | +11.4% | +111.6% | -100.2% | -11.2% |
| 10Y | +116.9% | +211.7% | -94.8% | +47.2% |
| All | +183.6% | +1,235.6% | -1,052.0% | +76.7% |
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