-80.4%
PATH vs ABT
+6.8%
-87.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.6% | -2.7% | +0.4% |
| 7D | -4.8% | +12.5% | -17.3% | -9.9% |
| 30D | +2.7% | +16.1% | -13.4% | -4.3% |
| 3M | -4.2% | +10.2% | -14.4% | -8.7% |
| 6M | +24.7% | +33.7% | -9.0% | +7.7% |
| YTD | -17.6% | -5.5% | -12.1% | -15.8% |
| 1Y | -5.3% | -5.9% | +0.6% | -3.4% |
| 3Y | -22.0% | +28.4% | -50.4% | -40.3% |
| 5Y | -76.5% | -1.2% | -75.4% | -79.1% |
| All | -80.4% | +6.8% | -87.2% | -81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling