+259.9%
ALAB vs PATH
-41.7%
+301.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.9% | -7.3% | -5.4% |
| 7D | -24.9% | -4.8% | -20.1% | -23.6% |
| 30D | -38.4% | +2.7% | -41.0% | -39.0% |
| 3M | -38.3% | -4.2% | -34.1% | -39.3% |
| 6M | +10.9% | +24.7% | -13.8% | -5.1% |
| YTD | +34.2% | -17.6% | +51.8% | +36.7% |
| 1Y | +24.5% | -5.3% | +29.8% | +17.0% |
| All | +259.9% | -41.7% | +301.6% | +261.5% |
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