+339.7%
APP vs PATH
-79.4%
+419.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.9% | +7.8% | +9.4% |
| 7D | +4.5% | -4.8% | +9.3% | +7.0% |
| 30D | -3.6% | +2.7% | -6.3% | -4.8% |
| 3M | -35.3% | -4.2% | -31.1% | -35.8% |
| 6M | -42.8% | +24.7% | -67.5% | -50.6% |
| YTD | -59.7% | -17.6% | -42.1% | -58.2% |
| 1Y | -55.4% | -5.3% | -50.0% | -57.6% |
| 3Y | +592.0% | -22.0% | +614.0% | +505.2% |
| 5Y | +175.7% | -76.5% | +252.3% | +258.7% |
| All | +339.7% | -79.4% | +419.0% | +475.7% |
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