+36.9%
PYPL vs ATI
+1,051.1%
-1,014.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.7% | -3.0% |
| 7D | +1.7% | +3.2% | -1.4% | +1.2% |
| 30D | -9.7% | -9.0% | -0.7% | -8.4% |
| 3M | +29.2% | +15.1% | +14.1% | +25.7% |
| 6M | +13.9% | +38.1% | -24.3% | +6.9% |
| YTD | -8.1% | +80.7% | -88.8% | -18.0% |
| 1Y | -21.4% | +167.5% | -188.9% | -34.7% |
| 3Y | -11.8% | +366.0% | -377.8% | -34.8% |
| 5Y | -81.1% | +1,088.8% | -1,169.9% | -88.0% |
| 10Y | +36.9% | +1,055.0% | -1,018.1% | -16.0% |
| All | +36.9% | +1,051.1% | -1,014.2% | -16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling