+589.4%
APP vs PATH
-21.4%
+610.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.9% | +7.8% | +9.8% |
| 7D | +4.5% | -4.8% | +9.3% | +6.2% |
| 30D | -3.6% | +2.7% | -6.3% | -4.4% |
| 3M | -35.3% | -4.2% | -31.1% | -35.6% |
| 6M | -42.8% | +24.7% | -67.5% | -48.3% |
| YTD | -59.7% | -17.6% | -42.1% | -59.1% |
| 1Y | -55.4% | -5.3% | -50.0% | -57.0% |
| All | +589.4% | -21.4% | +610.8% | +530.1% |
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 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