-18.8%
PATH vs ABCL
+164.7%
-183.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.7% |
| 7D | -4.8% | -10.0% | +5.2% | -2.8% |
| 30D | +2.7% | -10.9% | +13.5% | +4.7% |
| 3M | -4.2% | +101.6% | -105.8% | -21.0% |
| 6M | +24.7% | +167.5% | -142.8% | -6.5% |
| YTD | -17.6% | +259.1% | -276.6% | -43.4% |
| 1Y | -5.3% | +152.2% | -157.5% | -29.8% |
| All | -18.8% | +164.7% | -183.4% | -41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling