-81.1%
PATH vs ABCL
-60.0%
-21.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -9.4% | +5.7% | -1.0% |
| 7D | -5.6% | -14.9% | +9.3% | -1.5% |
| 30D | -0.7% | -15.4% | +14.7% | +3.3% |
| 3M | -5.9% | +88.0% | -93.9% | -25.3% |
| 6M | +21.6% | +138.8% | -117.3% | -13.7% |
| YTD | -20.6% | +225.4% | -246.1% | -49.8% |
| 1Y | -10.6% | +137.3% | -147.9% | -37.9% |
| 3Y | -24.9% | +136.8% | -161.7% | -53.1% |
| 5Y | -76.8% | -26.2% | -50.6% | -80.5% |
| All | -81.1% | -60.0% | -21.2% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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