+640.6%
PAAS vs ATI
+998.8%
-358.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.5% | -4.5% |
| 7D | -7.0% | +13.0% | -20.0% | -9.8% |
| 30D | -15.3% | +0.2% | -15.5% | -15.5% |
| 3M | -27.7% | -17.5% | -10.3% | -24.6% |
| 6M | -40.5% | +18.1% | -58.6% | -43.1% |
| YTD | -26.5% | +65.7% | -92.2% | -35.1% |
| 1Y | -0.8% | +91.9% | -92.7% | -15.3% |
| 3Y | +196.9% | +335.2% | -138.3% | +101.2% |
| 5Y | +49.2% | +1,004.3% | -955.1% | -21.4% |
| 10Y | +199.4% | +1,019.2% | -819.9% | +28.7% |
| All | +640.6% | +998.8% | -358.2% | +203.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling