+44.0%
PAAS vs ATI
+166.0%
-122.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | +0.1% |
| 7D | +2.0% | +3.2% | -1.2% | +0.4% |
| 30D | -0.1% | -9.0% | +8.9% | +4.4% |
| 3M | +8.2% | +15.1% | -6.8% | -0.7% |
| 6M | -13.8% | +38.1% | -51.9% | -28.4% |
| YTD | -0.6% | +80.7% | -81.3% | -22.8% |
| 1Y | +44.0% | +167.5% | -123.5% | +3.8% |
| All | +44.0% | +166.0% | -122.0% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling