+7.1%
PAAS vs ATI
+86.5%
-79.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.2% | -4.7% | -5.2% |
| 7D | +4.2% | +1.3% | +2.9% | +3.3% |
| 30D | -13.8% | -4.8% | -9.0% | -11.8% |
| 3M | -22.7% | -19.9% | -2.8% | -12.8% |
| 6M | -32.1% | +15.4% | -47.5% | -40.6% |
| YTD | -22.3% | +59.2% | -81.5% | -44.5% |
| All | +7.1% | +86.5% | -79.4% | -30.4% |
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