-75.7%
PATH vs ABCL
-41.3%
-34.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.2% | -15.4% | -16.3% |
| 7D | -16.3% | +0.7% | -17.0% | -16.4% |
| 30D | +9.9% | +93.1% | -83.2% | -13.0% |
| 3M | +30.2% | +79.4% | -49.3% | +3.2% |
| 6M | +37.2% | +214.9% | -177.7% | -11.9% |
| YTD | -7.3% | +234.2% | -241.5% | -42.4% |
| 1Y | +40.0% | +174.8% | -134.8% | -9.1% |
| 3Y | -4.4% | +104.5% | -108.9% | -37.2% |
| All | -75.7% | -41.3% | -34.4% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling