-35.9%
ARM vs PATH
+27.5%
-63.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -16.6% | +20.5% | +5.3% |
| 7D | +5.5% | -16.3% | +21.8% | +6.8% |
| 30D | -8.2% | +9.9% | -18.1% | -11.9% |
| 3M | -35.9% | +30.2% | -66.1% | -38.5% |
| All | -35.9% | +27.5% | -63.5% | -38.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling