-56.4%
ADBE vs PATH
-24.3%
-32.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | +0.2% |
| 7D | -0.7% | -5.6% | +4.9% | +0.9% |
| 30D | +3.5% | -0.7% | +4.2% | +3.7% |
| 3M | -5.0% | -5.9% | +0.9% | -3.6% |
| 6M | -3.6% | +21.6% | -25.2% | -8.6% |
| YTD | -29.6% | -20.6% | -9.0% | -27.4% |
| 1Y | -26.6% | -10.6% | -16.0% | -26.9% |
| All | -56.4% | -24.3% | -32.1% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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