+127.5%
AA vs PAAS
+937.7%
-810.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.8% | +1.4% | -3.0% |
| 7D | +1.2% | +4.2% | -2.9% | +0.3% |
| 30D | -5.0% | -13.8% | +8.8% | -1.6% |
| 3M | -22.2% | -22.7% | +0.5% | -17.5% |
| 6M | -36.3% | -32.1% | -4.2% | -30.4% |
| YTD | -24.2% | -22.3% | -1.9% | -20.6% |
| 1Y | +3.9% | +7.7% | -3.8% | +0.6% |
| 3Y | +67.6% | +214.0% | -146.5% | +24.6% |
| 5Y | -8.8% | +63.2% | -72.0% | -22.6% |
| 10Y | +45.0% | +185.5% | -140.6% | +1.4% |
| All | +127.5% | +937.7% | -810.2% | +50.4% |
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