+418.6%
APP vs PATH
-76.8%
+495.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -16.6% | +18.9% | +9.9% |
| 7D | +0.9% | -16.3% | +17.2% | +8.1% |
| 30D | -23.3% | +9.9% | -33.2% | -28.3% |
| 3M | -42.6% | +30.2% | -72.8% | -50.9% |
| 6M | -33.6% | +37.2% | -70.8% | -45.3% |
| YTD | -52.4% | -7.3% | -45.1% | -53.1% |
| 1Y | -35.9% | +40.0% | -75.9% | -52.4% |
| 3Y | +642.2% | -4.4% | +646.6% | +479.8% |
| 5Y | +311.1% | -76.0% | +387.1% | +418.1% |
| All | +418.6% | -76.8% | +495.4% | +546.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling