-10.6%
PATH vs ACGL
+26.1%
-36.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.7% |
| 7D | -5.6% | +6.4% | -12.0% | -6.2% |
| 30D | -0.7% | +16.6% | -17.3% | -2.5% |
| 3M | -5.9% | +11.6% | -17.4% | -7.2% |
| 6M | +21.6% | +17.5% | +4.1% | +21.6% |
| YTD | -20.6% | +15.3% | -35.9% | -22.2% |
| 1Y | -10.6% | +26.3% | -36.9% | -1.0% |
| All | -10.6% | +26.1% | -36.7% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling