+3,705.5%
PANW vs ATI
+617.4%
+3,088.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.4% |
| 7D | -6.9% | +3.2% | -10.1% | -7.4% |
| 30D | -7.4% | -9.0% | +1.6% | -6.1% |
| 3M | +26.5% | +15.1% | +11.4% | +23.7% |
| 6M | +104.2% | +38.1% | +66.0% | +93.2% |
| YTD | +82.9% | +80.7% | +2.3% | +65.6% |
| 1Y | +70.7% | +167.5% | -96.8% | +45.1% |
| 3Y | +170.9% | +366.0% | -195.0% | +108.2% |
| 5Y | +334.1% | +1,088.8% | -754.6% | +185.9% |
| 10Y | +1,275.6% | +1,055.0% | +220.6% | +730.6% |
| All | +3,705.5% | +617.4% | +3,088.1% | +2,215.0% |
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