+175.7%
APP vs PATH
-75.2%
+250.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.9% | +7.8% | +9.3% |
| 7D | +4.5% | -4.8% | +9.3% | +7.1% |
| 30D | -3.6% | +2.7% | -6.3% | -4.9% |
| 3M | -35.3% | -4.2% | -31.1% | -35.9% |
| 6M | -42.8% | +24.7% | -67.5% | -51.0% |
| YTD | -59.7% | -17.6% | -42.1% | -58.1% |
| 1Y | -55.4% | -5.3% | -50.0% | -57.8% |
| 3Y | +592.0% | -22.0% | +614.0% | +492.3% |
| 5Y | +175.7% | -76.5% | +252.3% | +406.5% |
| All | +175.7% | -75.2% | +250.9% | +406.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling