+212.2%
PAAS vs ATI
+1,017.6%
-805.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.8% |
| 7D | -5.2% | +4.7% | -9.9% | -5.9% |
| 30D | -13.9% | -0.2% | -13.7% | -14.0% |
| 3M | -23.8% | -18.5% | -5.3% | -21.4% |
| 6M | -36.4% | +16.4% | -52.8% | -38.1% |
| YTD | -23.4% | +63.4% | -86.8% | -28.9% |
| 1Y | +5.6% | +91.5% | -85.9% | -4.2% |
| 3Y | +209.7% | +329.2% | -119.5% | +146.0% |
| 5Y | +55.6% | +966.7% | -911.2% | +10.2% |
| 10Y | +212.2% | +1,003.8% | -791.5% | +119.3% |
| All | +212.2% | +1,017.6% | -805.3% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 10y: compounded portfolio wealth divided by compounded ATI 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…
10y analysis · Full analysis span regression · 6 months rolling