+201.0%
PAAS vs ATI
+334.9%
-133.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.5% | -4.6% |
| 7D | -7.0% | +13.0% | -20.0% | -10.6% |
| 30D | -15.3% | +0.2% | -15.5% | -15.6% |
| 3M | -27.7% | -17.5% | -10.3% | -23.7% |
| 6M | -40.5% | +18.1% | -58.6% | -43.9% |
| YTD | -26.5% | +65.7% | -92.2% | -36.1% |
| 1Y | -0.8% | +91.9% | -92.7% | -16.4% |
| All | +201.0% | +334.9% | -133.8% | +96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling