+162.2%
ARM vs PATH
-29.2%
+191.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -3.7% | -9.4% | -11.8% |
| 7D | -27.1% | -5.6% | -21.5% | -25.6% |
| 30D | -44.9% | -0.7% | -44.2% | -44.7% |
| 3M | -39.3% | -5.9% | -33.4% | -39.7% |
| 6M | -20.2% | +21.6% | -41.8% | -29.0% |
| YTD | +52.5% | -20.6% | +73.1% | +57.6% |
| 1Y | +4.1% | -10.6% | +14.7% | 0.0% |
| 3Y | +211.7% | -24.9% | +236.6% | +201.0% |
| All | +162.2% | -29.2% | +191.4% | +154.2% |
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