-52.8%
ADBE vs PATH
-3.6%
-49.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -16.6% | +9.9% | -2.2% |
| 7D | -8.6% | -16.3% | +7.7% | -4.2% |
| 30D | +2.8% | +9.9% | -7.1% | 0.0% |
| 3M | +3.1% | +30.2% | -27.0% | -4.1% |
| 6M | -2.4% | +37.2% | -39.6% | -10.9% |
| YTD | -23.9% | -7.3% | -16.5% | -24.6% |
| 1Y | -22.6% | +40.0% | -62.6% | -32.8% |
| All | -52.8% | -3.6% | -49.3% | -57.8% |
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