+708.3%
PAAS vs ATI
+915.7%
-207.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.4% | -3.0% | +0.4% |
| 7D | +8.4% | +6.2% | +2.2% | +6.7% |
| 30D | -7.2% | -7.1% | -0.1% | -5.7% |
| 3M | -14.0% | -21.3% | +7.3% | -9.2% |
| 6M | -26.8% | +6.5% | -33.2% | -28.2% |
| YTD | -19.8% | +53.2% | -73.0% | -27.8% |
| 1Y | +22.8% | +82.7% | -59.9% | +6.1% |
| 3Y | +183.6% | +314.3% | -130.7% | +94.4% |
| 5Y | +73.8% | +890.9% | -817.1% | -6.0% |
| 10Y | +185.6% | +1,142.3% | -956.8% | +18.6% |
| All | +708.3% | +915.7% | -207.4% | +237.4% |
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 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