-1.4%
ALAB vs PATH
-9.8%
+8.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -3.7% | -15.9% | -19.2% |
| 7D | -38.2% | -5.6% | -32.6% | -37.7% |
| 30D | -54.0% | -0.7% | -53.3% | -53.8% |
| 3M | -43.6% | -5.9% | -37.8% | -44.2% |
| 6M | -16.8% | +21.6% | -38.4% | -23.0% |
| YTD | +7.9% | -20.6% | +28.5% | +12.0% |
| 1Y | -1.4% | -10.6% | +9.2% | +1.2% |
| All | -1.4% | -9.8% | +8.4% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling