-21.8%
PATH vs ABT
+26.6%
-48.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.0% | -3.5% |
| 7D | -5.6% | +8.6% | -14.2% | -6.4% |
| 30D | -0.7% | +16.4% | -17.1% | -2.3% |
| 3M | -5.9% | +8.1% | -14.0% | -6.7% |
| 6M | +21.6% | +32.1% | -10.5% | +18.0% |
| YTD | -20.6% | -7.1% | -13.5% | -20.7% |
| 1Y | -10.6% | -6.5% | -4.1% | -10.8% |
| All | -21.8% | +26.6% | -48.4% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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