-6.1%
PATH vs ACGL
+34.2%
-40.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.7% | -14.9% | -16.4% |
| 7D | -16.3% | -0.7% | -15.6% | -16.2% |
| 30D | +9.9% | -1.0% | +10.9% | +10.0% |
| 3M | +30.2% | +11.0% | +19.1% | +29.2% |
| 6M | +37.2% | -0.3% | +37.5% | +37.4% |
| YTD | -7.3% | +2.3% | -9.6% | -7.6% |
| 1Y | +40.0% | +6.4% | +33.6% | +38.8% |
| All | -6.1% | +34.2% | -40.4% | -19.4% |
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