-18.8%
PATH vs ACGL
+35.7%
-54.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +2.6% |
| 7D | -4.8% | +8.0% | -12.8% | -5.6% |
| 30D | +2.7% | +17.3% | -14.6% | +0.8% |
| 3M | -4.2% | +11.2% | -15.4% | -5.4% |
| 6M | +24.7% | +18.2% | +6.6% | +22.9% |
| YTD | -17.6% | +15.4% | -33.0% | -18.9% |
| 1Y | -5.3% | +26.5% | -31.9% | -7.7% |
| All | -18.8% | +35.7% | -54.4% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling