+188.9%
PAAS vs ATI
+1,108.2%
-919.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.4% | -3.0% | +0.7% |
| 7D | +8.4% | +6.2% | +2.2% | +7.3% |
| 30D | -7.2% | -7.1% | -0.1% | -6.1% |
| 3M | -14.0% | -21.3% | +7.3% | -10.8% |
| 6M | -26.8% | +6.5% | -33.2% | -27.7% |
| YTD | -19.8% | +53.2% | -73.0% | -24.8% |
| 1Y | +22.8% | +82.7% | -59.9% | +12.5% |
| 3Y | +183.6% | +314.3% | -130.7% | +127.5% |
| 5Y | +73.8% | +890.9% | -817.1% | +25.2% |
| All | +188.9% | +1,108.2% | -919.3% | +115.7% |
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