+201.6%
ARM vs PATH
-26.5%
+228.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.9% | -8.2% | -6.3% |
| 7D | -18.7% | -4.8% | -13.9% | -17.3% |
| 30D | -36.7% | +2.7% | -39.3% | -37.3% |
| 3M | -31.6% | -4.2% | -27.5% | -32.6% |
| 6M | -5.6% | +24.7% | -30.4% | -16.9% |
| YTD | +75.5% | -17.6% | +93.0% | +78.7% |
| 1Y | +19.3% | -5.3% | +24.7% | +11.9% |
| 3Y | +258.6% | -22.0% | +280.6% | +241.2% |
| All | +201.6% | -26.5% | +228.1% | +188.1% |
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 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