-10.6%
PATH vs ABCL
+127.6%
-138.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -9.4% | +5.7% | -1.8% |
| 7D | -5.6% | -14.9% | +9.3% | -2.6% |
| 30D | -0.7% | -15.4% | +14.7% | +2.3% |
| 3M | -5.9% | +88.0% | -93.9% | -21.5% |
| 6M | +21.6% | +138.8% | -117.3% | -8.5% |
| YTD | -20.6% | +225.4% | -246.1% | -48.2% |
| 1Y | -10.6% | +137.3% | -147.9% | -32.2% |
| All | -10.6% | +127.6% | -138.2% | -32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling