-55.4%
APP vs PATH
-10.3%
-45.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.9% | +7.8% | +9.7% |
| 7D | +4.5% | -4.8% | +9.3% | +6.3% |
| 30D | -3.6% | +2.7% | -6.3% | -4.5% |
| 3M | -35.3% | -4.2% | -31.1% | -36.3% |
| 6M | -42.8% | +24.7% | -67.5% | -50.2% |
| YTD | -59.7% | -17.6% | -42.1% | -61.9% |
| 1Y | -55.4% | -5.3% | -50.0% | -59.5% |
| All | -55.4% | -10.3% | -45.1% | -59.5% |
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 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