+119.0%
PAAS vs ATI
+1,074.8%
-955.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.0% | -5.4% | -3.2% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | +6.8% | +2.7% | +4.1% | +5.8% |
| 3M | -2.9% | +16.3% | -19.2% | -7.2% |
| 6M | -16.4% | +30.2% | -46.6% | -22.6% |
| YTD | 0.0% | +83.6% | -83.5% | -14.3% |
| 1Y | +54.3% | +173.0% | -118.7% | +20.7% |
| 3Y | +230.7% | +356.6% | -126.0% | +119.8% |
| All | +119.0% | +1,074.8% | -955.9% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling