+63.8%
PYPL vs ATI
+571.0%
-507.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.8% |
| 7D | -1.2% | +4.7% | -5.9% | -1.9% |
| 30D | +6.1% | -0.2% | +6.4% | +5.9% |
| 3M | +1.1% | -18.5% | +19.6% | +3.8% |
| 6M | +32.7% | +16.4% | +16.4% | +28.5% |
| YTD | +2.8% | +63.4% | -60.6% | -6.5% |
| 1Y | -10.8% | +91.5% | -102.3% | -21.0% |
| 3Y | +9.8% | +329.2% | -319.4% | -16.2% |
| 5Y | -70.2% | +966.7% | -1,037.0% | -80.2% |
| 10Y | +50.1% | +1,003.8% | -953.7% | -8.0% |
| All | +63.8% | +571.0% | -507.2% | +5.8% |
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