+186.4%
PAAS vs ATI
+1,119.3%
-933.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.2% | -2.3% | +2.0% |
| 7D | +8.8% | +6.0% | +2.8% | +7.7% |
| 30D | -8.5% | -3.6% | -4.8% | -8.0% |
| 3M | -17.0% | -18.9% | +1.9% | -14.3% |
| 6M | -27.9% | +16.7% | -44.6% | -29.8% |
| YTD | -17.5% | +61.1% | -78.5% | -23.2% |
| 1Y | +22.8% | +89.3% | -66.5% | +11.8% |
| 3Y | +224.2% | +333.3% | -109.1% | +158.4% |
| 5Y | +73.6% | +954.5% | -880.8% | +24.1% |
| 10Y | +186.4% | +1,067.0% | -880.6% | +109.9% |
| All | +186.4% | +1,119.3% | -933.0% | +109.9% |
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