+400.4%
ALAB vs PATH
-34.4%
+434.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -16.6% | +26.4% | +15.4% |
| 7D | +7.2% | -16.3% | +23.5% | +12.7% |
| 30D | -2.5% | +9.9% | -12.4% | -7.9% |
| 3M | -13.3% | +30.2% | -43.5% | -24.1% |
| 6M | +172.8% | +37.2% | +135.6% | +125.8% |
| YTD | +86.6% | -7.3% | +93.9% | +84.2% |
| 1Y | +65.2% | +40.0% | +25.2% | +27.4% |
| All | +400.4% | -34.4% | +434.8% | +387.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling