-6.1%
PATH vs ABT
+12.2%
-18.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.4% | -16.2% | -16.6% |
| 7D | -16.3% | -3.7% | -12.6% | -16.0% |
| 30D | +9.9% | +2.5% | +7.4% | +9.4% |
| 3M | +30.2% | +20.2% | +10.0% | +27.2% |
| 6M | +37.2% | -2.9% | +40.1% | +36.7% |
| YTD | -7.3% | -11.9% | +4.6% | -6.6% |
| 1Y | +40.0% | -16.5% | +56.5% | +42.4% |
| All | -6.1% | +12.2% | -18.3% | -14.7% |
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