-81.1%
PATH vs ACGL
+195.4%
-276.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.7% |
| 7D | -5.6% | +6.4% | -12.0% | -7.0% |
| 30D | -0.7% | +16.6% | -17.3% | -4.5% |
| 3M | -5.9% | +11.6% | -17.4% | -8.4% |
| 6M | +21.6% | +17.5% | +4.1% | +16.9% |
| YTD | -20.6% | +15.3% | -35.9% | -23.6% |
| 1Y | -10.6% | +26.3% | -36.9% | -16.1% |
| 3Y | -24.9% | +35.9% | -60.8% | -32.3% |
| 5Y | -76.8% | +168.2% | -245.0% | -84.0% |
| All | -81.1% | +195.4% | -276.6% | -87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling