+8.5%
PYPL vs ATI
+325.6%
-317.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -1.0% | -1.9% |
| 7D | +1.0% | +1.3% | -0.3% | +0.7% |
| 30D | +5.9% | -4.8% | +10.6% | +6.5% |
| 3M | -0.2% | -19.9% | +19.7% | +3.4% |
| 6M | +30.3% | +15.4% | +14.9% | +25.3% |
| YTD | +1.6% | +59.2% | -57.6% | -10.5% |
| 1Y | -10.3% | +86.3% | -96.5% | -24.2% |
| 3Y | +8.5% | +318.2% | -309.7% | -29.5% |
| All | +8.5% | +325.6% | -317.1% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling