+70.8%
PAAS vs ATI
+871.8%
-800.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.4% | -3.0% | +0.2% |
| 7D | +8.4% | +6.2% | +2.2% | +6.4% |
| 30D | -7.2% | -7.1% | -0.1% | -5.4% |
| 3M | -14.0% | -21.3% | +7.3% | -8.4% |
| 6M | -26.8% | +6.5% | -33.2% | -28.5% |
| YTD | -19.8% | +53.2% | -73.0% | -28.3% |
| 1Y | +22.8% | +82.7% | -59.9% | +5.6% |
| 3Y | +183.6% | +314.3% | -130.7% | +90.6% |
| All | +70.8% | +871.8% | -800.9% | +0.3% |
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