+202.7%
PAAS vs ATI
+1,051.1%
-848.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | +2.0% | +3.2% | -1.2% | +1.4% |
| 30D | -0.1% | -9.0% | +8.9% | +1.4% |
| 3M | +8.2% | +15.1% | -6.8% | +5.5% |
| 6M | -13.8% | +38.1% | -51.9% | -18.4% |
| YTD | -0.6% | +80.7% | -81.3% | -9.5% |
| 1Y | +44.0% | +167.5% | -123.5% | +23.5% |
| 3Y | +246.6% | +366.0% | -119.4% | +168.8% |
| 5Y | +116.1% | +1,088.8% | -972.7% | +47.6% |
| 10Y | +202.7% | +1,055.0% | -852.2% | +96.8% |
| All | +202.7% | +1,051.1% | -848.4% | +96.8% |
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